| 三状态隐马氏模型观测过程的可逆性(英文) |
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| 引用本文： | 陈勇.三状态隐马氏模型观测过程的可逆性(英文)[J].数学进展,2011(3). |
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| 作者姓名： | 陈勇 |
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| 作者单位： | 湖南科技大学数学与计算科学学院; |
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| 基金项目： | Supported by Hunan Provincial Nature Science Foundation of China(No.10JJ6014) |
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| 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.
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| 关 键 词： | 隐马氏模型 似然函数(联合概率分布) 可逆性 |
On the Reversibility of the Observed Process of Three-state Hidden Markov Model |
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| CHEN Yong.On the Reversibility of the Observed Process of Three-state Hidden Markov Model[J].Advances in Mathematics,2011(3). |
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| Authors: | CHEN Yong |
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| Institution: | CHEN Yong (School of Mathematics and Computing Science,Hunan University of Science and Technology,Xiangtan,Hunan,411201,P.R.China) |
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| Abstract: | 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. |
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| Keywords: | hidden Markov models likelihood function(joint probability distribution) reversibility |
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