Report
Sample-Path Equivalent CM Models
| العنوان: | Sample-Path Equivalent CM Models |
|---|---|
| المؤلفون: | Rezaie, Reza, Li, X. Rong |
| سنة النشر: | 2018 |
| المجموعة: | Computer Science Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, Electrical Engineering and Systems Science - Signal Processing, Electrical Engineering and Systems Science - Systems and Control, Mathematics - Dynamical Systems |
| الوصف: | The conditionally Markov (CM) sequence contains different classes including Markov, reciprocal, and so-called $CM_L$ and $CM_F$ (two special classes of CM sequences). Each class has its own forward and backward dynamic models. The evolution of a CM sequence can be described by different models. For example, a Markov sequence can be described by a Markov model, as well as by reciprocal, $CM_L$, and $CM_F$ models. Also, sometimes a forward model is available, but it is desirable to have a backward model for the same sequence (e.g., in smoothing). Therefore, it is important to study relationships between different dynamic models of a CM sequence. This paper discusses such relationships between models of nonsingular Gaussian (NG) $CM_L$, $CM_F$, reciprocal, and Markov sequences. Two models are said to be explicitly sample-equivalent if not only they govern the same sequence, but also a one-one correspondence between their sample paths is made explicitly. A unified approach is presented, such that given a forward/backward $CM_L$/$CM_F$/reciprocal/Markov model, any explicitly equivalent model can be obtained. As a special case, a backward Markov model explicitly equivalent to a given forward Markov model can be obtained regardless of the singularity/nonsingularity of the state transition matrix of the model. |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/1811.07804 |
| رقم الانضمام: | edsarx.1811.07804 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |