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Forwards and backwards models for finite-state Markov processes

Published online by Cambridge University Press:  01 July 2016

B. D. O. Anderson and
T. Kailath
B. D. O. Anderson*
Affiliation:
University of Newcastle, N.S.W.
T. Kailath*
Affiliation:
Stanford University
*
∗ Postal address: Department of Electrical Engineering, University of Newcastle, Newcastle, N.S.W. 2308, Australia.
∗∗ Postal address: Stanford University, Information Systems Laboratory, Stanford, CA 94305, U.S.A.
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Abstract

The construction and properties of reversible and dynamically reversible models for finite-state Markov processes are studied. Certain results on approximating processes with rational power spectra with dynamically reversible finite-state models are also obtained.

Keywords

REVERSIBLE PROCESSFINITE STATE PROCESSPOWER SPECTRAMARKOV PROCESS

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 11 , Issue 1 , March 1979, pp. 118 - 133
Copyright
Copyright © Applied Probability Trust 1979 

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Footnotes

This work was supported by the U.S. Army Research Office, Grant DAAG29-77-C-0042, by the Australian Research Grants Committee, National Science Foundation under U.S.–Australian Cooperative Science Program, and by the Air Force Office of Scientific Research, Air Force Systems Command, under Contract AF44-620-74-C-0068.

References

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