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Conditional probability distributions for partially observed Markov chains

Published online by Cambridge University Press:  01 July 2016

M. Rudemo*
Affiliation:
Research Institute of National Defence, Stockholm

Abstract

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Type
II Contributed Papers
Copyright
Copyright © Applied Probability Trust 1974 

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References

[1] Rosenblatt, M. (1971) Markov Processes. Structure and Asymptotic Behavior. Springer, Berlin.Google Scholar
[2] Rudemo, M. (1973) State estimation for partially observed Markov chains. J. Math. Anal. Appl. 44, 581611.CrossRefGoogle Scholar
[3] Rudemo, M. (1974) Prediction and smoothing for partially observed Markov chains. J. Math. Anal. Appl. To appear.Google Scholar