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A genetic filtering problem*

 

作者: Robert J. Elliott,  

 

期刊: Stochastic Analysis and Applications  (Taylor Available online 1999)
卷期: Volume 17, issue 4  

页码: 541-552

 

ISSN:0736-2994

 

年代: 1999

 

DOI:10.1080/07362999908809618

 

出版商: Marcel Dekker, Inc.

 

关键词: Hidden Markov Model;Bayes’ Theorem;Recursive Estimation

 

数据来源: Taylor

 

摘要:

Members of a population of fixed sizeNcan be in any one of n states. In discrete time the individuals jump from one state to another, independently of each other, and with probabilities described by a homogeneous Markov chain. At each time a sample of sizeMis withdrawn, (with replacement). Based on these observations, and using the techniques of Hidden Markov Models, recursive estimates for the distribution of the population are obtained

 

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