Order Determination for Probabilistic Functions of Finite Markov Chains
dc.contributor.advisor | Baras, John S. | en_US |
dc.contributor.author | Finesso, Lorenzo | en_US |
dc.contributor.department | ISR | en_US |
dc.date.accessioned | 2007-05-23T09:40:27Z | |
dc.date.available | 2007-05-23T09:40:27Z | |
dc.date.issued | 1987 | en_US |
dc.description.abstract | Let {Y sub t} be a stationary stochastic process with values in the finite set YY. We model {Y sub t} as a probabilistic function of a finite state Markov Chain {X sub t} i.e. X sub t is such that: P[Y sub t | X sup t, Y sup t-1] = P[Y sub t | X sub t] Define the cardinality of the state space of {X sub t} as the order of the model. The problem is to determine the order given the observations {y sub 1, y sub 2, y sub T}. We show that under mild conditions on the probability distribution function P sub Y (.) of {Y sub t} the order is identifiable and can be consistently determined from the data. | en_US |
dc.format.extent | 641205 bytes | |
dc.format.mimetype | application/pdf | |
dc.identifier.uri | http://hdl.handle.net/1903/4726 | |
dc.language.iso | en_US | en_US |
dc.relation.ispartofseries | ISR; MS 1987-4 | en_US |
dc.subject | Systems Integration | en_US |
dc.title | Order Determination for Probabilistic Functions of Finite Markov Chains | en_US |
dc.type | Thesis | en_US |
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