Forwards and backwards models for finite-state Markov processes

B. D. O. Anderson; T. Kailath

doi:10.2307/1426771

Forwards and backwards models for finite-state Markov processes

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	118-133
Journal	Advances in Applied Probability
Volume	11
Issue number	1
DOIs	https://doi.org/10.2307/1426771
Publication status	Published - Mar 1979
Externally published	Yes

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title = "Forwards and backwards models for finite-state Markov processes",

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.",

author = "Anderson, {B. D. O.} and T. Kailath",

year = "1979",

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AB - 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.

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VL - 11

SP - 118

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JO - Advances in Applied Probability

JF - Advances in Applied Probability

IS - 1

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Forwards and backwards models for finite-state Markov processes

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