Application of dependence with complete connections to hidden Markov models

Authors

  • Cristina Anton Popescu University of Alberta, Canada

Keywords:

hidden Markov model, random system with complete connections, prediction filter, geometric ergodicity

Abstract

We consider a hidden Markov model with mutually independent observations. In this model, we associate a random system with complete connections. Using the random system, we study the ergodic properties of the prediction filter corresponding to the hidden Markov model.

Author Biography

Cristina Anton Popescu, University of Alberta, Canada

Department of Mathematics and Statistics

Downloads

Published

2013-02-01

Issue

Vol. 5(54) Special Issue (2012)

Section

MATHEMATICS