TY  - GEN
AU  - Hoek,John van der
AU  - Elliot,Robert J
TI  - Introduction to hidden semi-Markov models
T2  - London Mathematical Society Lecture Note Series
SN  - 9781108441988
U1  - 519.233 23
PY  - 2018///
CY  - UK
PB  - CUP
KW  - Probabilities
KW  - Markov Model
N1  - ncludes bibliography and index; Observed Markov Chains -- Estimation of an observed Markov chain -- Hidden Markov models -- Filters and smoothers -- The Viterbi algorithm -- The EM algorithm -- A New Markov chain model -- Semi-Markov models -- Hidden semi-Markov models -- Filters for hidden semi-Markov models
N2  - Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications
ER  -