Conditional Markov Processes
Abstract
Relationships are given between the probabilities of conditional Markov chains for neighboring tests. The conditional probabilities at the end of the observation interval (the final probabilities) are satisfied by equations of the first kind corresponding to an increase in the observation interval. The equations of the second kind for the conditional probabilities within the observation interval are written in terms of these final probabilities. The following special cases are considered. Gaussian noise with independent values which becomes a delta-correlational process when the moments of time are compacted, and a continuous Markov process. The related problem of the time reversal of ordinary (a priori) Markov processes is treated as a side issue.
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ML research continued to flourish in the 1960s, giving rise to the Hidden Markov Model (HMM).
“ML research continued to flourish in the 1960s, giving rise to a novel statistical class of the Markov model, named Hidden Markov Model (HMM) [426].”
From A comprehensive survey on machine learning for networking: Evolution, applications and research opportunities (2018) · cites this paper as [426]
Cites
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- Authors
- Stratonovich, R. L.
- Corresponding author
- Stratonovich, R. L.
- Venue
- Theory of Probability & Its Applications
- Published
- 1960-01
- Volume
- 5
- Issue
- 2
- Pages
- 156-178
- ISSN
- 0040-585X (ISSN-L)
- 1095-7219
- OpenAlex
- W2034541289
- Cited by
- 339
- References
- 3
- Citations by year
- 2026: 9 · 2025: 7 · 2024: 7 · 2023: 6 · 2022: 10 · 2021: 12 · 2020: 16 · 2019: 12 · 2018: 16 · 2017: 16 · 2016: 10 · 2015: 17 · 2014: 16 · 2013: 8 · 2012: 11
- FWCI
- 2.33
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Theory of Probability and Its Applications (publishedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Probability and Statistical Research
- Physical Sciences › Computer Science › Artificial Intelligence › Target Tracking and Data Fusion in Sensor Networks
- Physical Sciences › Engineering › Control and Systems Engineering › Control Systems and Identification
- Keywords
- Gaussian noise, continuous Markov processes
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