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 At each time a sample of sizeMis withdrawn, (with replacement).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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