1 resultado para Geometrically ergodic
em AMS Tesi di Laurea - Alm@DL - Università di Bologna
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Resumo:
We introduce the notation of Markov chains and their properties, and give the definition of ergodic, irreducible and aperiodic chains with correspective examples. Then, the definition of hidden Markov models is given and their characteristics are examined. We formulate three basic problems regarding the hidden Markov models and discuss the solution of two of them - the Viterbi algorithm and the forward-backward algorithm.
