三状态隐马氏模型观测过程的可逆性(英文)  

On the Reversibility of the Observed Process of Three-state Hidden Markov Model

作　　者：陈勇[1] 

机构地区：[1]湖南科技大学数学与计算科学学院,湘潭湖南411201

出　　处：《数学进展》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)

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.

关 键 词：隐马氏模型 似然函数(联合概率分布) 可逆性 

分 类 号：O211.62[理学—概率论与数理统计] O211.9[理学—数学]