Identifiability of hidden Markov information sources and their minimum degrees of freedom

Ito H.; Amari S.-I.

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Identifiability of hidden Markov information sources and their minimum degrees of freedom

机译：隐马尔可夫信息源的可识别性及其最小自由度

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If only a function of the state in a finite-state Markov chain is observed, then the stochastic process is no longer Markovian in general. This type of information source is found widely and the basic problem of its identifiability remains open, that is, the problem of showing when two different Markov chains generate the same stochastic process. The identifiability problem is completely solved by linear algebra, where a block structure of a Markov transition matrix plays a fundamental role, and from which the minimum degree of freedom for a source is revealed.

机译：如果仅观察到有限状态马尔可夫链中状态的函数，那么随机过程通常不再是马尔可夫式的。这类信息源被广泛发现，其可识别性的基本问题仍然悬而未决，即显示两个不同的马尔可夫链何时产生相同的随机过程的问题。可识别性问题完全由线性代数解决，其中线性马尔可夫转移矩阵的块结构起基本作用，并由此揭示源的最小自由度。

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《IEEE Transactions on Information Theory》 |1992年第2期|P.324-333|共10页
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Ito H.; Amari S.-I.;
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正文语种 eng
中图分类无线电电子学、电信技术;
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7. A simple and efficient solution of the identifiability problem for hidden Markov sources and quantum random walks [O] . Alexander Schönhuth 2008

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Identifiability of hidden Markov information sources and their minimum degrees of freedom

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