Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/82610
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Type: Journal article
Title: A modified hidden Markov model
Author: Van Der Hoek, J.
Elliott, R.
Citation: Automatica, 2013; 49(12):3509-3519
Publisher: Pergamon-Elsevier Science Ltd
Issue Date: 2013
ISSN: 0005-1098
1873-2836
Statement of
Responsibility: 
John van der Hoek, Robert J. Elliott
Abstract: This paper considers two discrete time, finite state processes X and Y. In the usual hidden Markov model X modulates the values of Y. However, the values of Y are then i.i.d. given X. In this paper a new model is considered where the Markov chain X modulates the transition probabilities of the second, observed chain Y. This more realistically can represent problems arising in DNA sequencing. Algorithms for all related filters, smoothers and parameter estimations are derived. Versions of the Viterbi algorithms are obtained. © 2013 Elsevier Ltd. All rights reserved.
Keywords: Hidden Markov model
Genome sequencing
Filter
Smoother
EM algorithm
Parameter estimation
Viterbi estimates
Rights: © 2013 Elsevier Ltd. All rights reserved.
DOI: 10.1016/j.automatica.2013.09.012
Published version: http://dx.doi.org/10.1016/j.automatica.2013.09.012
Appears in Collections:Aurora harvest
Mathematical Sciences publications

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