一类新的隐Markov模型的若干性质

Several Characters of a Class of New Hidden Markov Models

文章的目的是要研究一类状态链依赖观测链的新的隐Markov模型的若干性质。首先根据马氏链的性质得到了这种新的隐Markov模型的强马氏性,并将一般意义下的隐Markov模型的强极限定理推广到了这种新的隐Markov模型中。

This paper presents a new type of hidden markov models in which the current state depends on the immediately preceding observation.At first,strong Markov property of this new type of hidden markov models are given by using the properties of Markov chains.As corollaries,we obtained the strong limit theorems about frequency of occurrence of states for this kind of new Markov models.