2008
DOI: 10.1137/1.9780898717747
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Hidden Markov Models and Dynamical Systems

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Cited by 71 publications
(47 citation statements)
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“…The random process is memoryless where future states depend only on the present state [80,81]. In Markov models, the states are visible to the observer; however, in the hidden Markov model (HMM), some states are hidden or not explicitly visible [82].…”
Section: Markov Modelmentioning
confidence: 99%
“…The random process is memoryless where future states depend only on the present state [80,81]. In Markov models, the states are visible to the observer; however, in the hidden Markov model (HMM), some states are hidden or not explicitly visible [82].…”
Section: Markov Modelmentioning
confidence: 99%
“…Although filtering and smoothing distributions for z t are within this framework, they are only tractable for either a discrete state space (forward(-backward) algorithm) or for linear functions f, g and additive Gaussian noise (Kalman filter/smoother) [14]. Efficient and exact solutions for the general nonlinear and/or non-Gaussian cases do not exist [8].…”
Section: Dynamic Bayesian Networkmentioning
confidence: 99%
“…We assume that long-range dependencies are negligible. Whereas we do not model interactions beyond order K, Hidden Markov Models do have a long-term memory due to the Markov process on the hidden state sequence, thereby rendering the observation sequence non-Markov ( [14], Section 1.3.3).…”
Section: Latent Space View and Comparison To Hidden Markov Modelsmentioning
confidence: 99%
“…According to [24], due to the fact that at a time t, the current state of a dynamical system provides all of the information necessary to calculate future states, the sequence of states of a dynamical system satisfies the Markov condition. Nonetheless, considering that in several real-time series there is a combination of both deterministic and stochastic components, it cannot be completely modeled by means of a Markov chain.…”
Section: Hmm-based Entropy Measuresmentioning
confidence: 99%
“…The advantage of using the entropy estimations in Equations (15) and (17) or their combination, instead of the ApEn-based measures mentioned before, is that the imposed MC characterizes the divergence of the trajectories and the directions into the state space in terms of the transitions between regions provided by the MC states, whilst the HMP quantifies the instability of the trajectories in terms of the noise level or scatter in every state of the process [10,24].…”
Section: Hmm-based Entropy Measuresmentioning
confidence: 99%