摘要
对于连续时间和离散时间三状态隐马氏模型,给出了观测过程直到三维的似然函数流的显式表达.作为一个应用,证明了观测过程可逆性的充分必要条件.
For the continuous-time and the discrete-time three-state hidden Markov model, the flux of the likelihood function up to 3-dimensional of the observed process is shown explicitly. As an application, the sufficient and necessary condition of the reversibility of the observed process is shown.
出处
《数学进展》
CSCD
北大核心
2011年第3期345-355,共11页
Advances in Mathematics（China）
基金
Supported by Hunan Provincial Nature Science Foundation of China(No.10JJ6014)
关键词
隐马氏模型
似然函数(联合概率分布)
可逆性
hidden Markov models
likelihood function（joint probability distribution）
reversibility
