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Avtomatika i Telemekhanika, 2021, Issue 6, Pages 80–101
DOI: https://doi.org/10.31857/S0005231021060039 (Mi at15740) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Stochastic Systems

A hidden Markov model based on superposition of two restoration processes

Yu. E. Obzherina, S. M. Sidorova, M. M. Nikitina, S. G. Glechb

a Sevastopol State University, Sevastopol, 299053 Russia
b Sevastopol Institute of Economics and Humanities, a Branch of Vernadsky Crimean Federal University, Sevastopol, 299028 Russia
Full-text PDF (378 kB) Citations (2)
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DOI: https://doi.org/10.31857/S0005231021060039
Abstract: During the operation of a system for which a semi-Markov model has been constructed, it is not always possible to obtain all the information contained in the state codes when the system states change, but it is possible to obtain some signal (information) associated with the states of a semi-Markov model. In this case, the states of the semi-Markov model can be viewed as hidden (unobservable). In this article, using the example of a superposition of two independent restoration processes, we consider an approach to the construction of a hidden Markov model based on a semi-Markov process with a state space of a general form and the use of such a model for analyzing the operation of the modeled system based on the signal vector obtained.
Keywords: semi-Markov process, semi-Markov model, hidden Markov model, superposition of restoration processes, signal vector, estimation of characteristics, state forecast.
Funding agency Grant number
Russian Foundation for Basic Research 18-01-00392_а
This work was supported by the Russian Foundation for Basic Research, project no. 18-01-00392a.
Presented by the member of Editorial Board: A. V. Nazin

Received: 20.06.2019
Revised: 13.01.2021
Accepted: 15.01.2021
English version:
Automation and Remote Control, 2021, Volume 82, Issue 6, Pages 995–1012
DOI: https://doi.org/10.1134/S0005117921060035
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. E. Obzherin, S. M. Sidorov, M. M. Nikitin, S. G. Glech, “A hidden Markov model based on superposition of two restoration processes”, Avtomat. i Telemekh., 2021, no. 6, 80–101; Autom. Remote Control, 82:6 (2021), 995–1012
Citation in format AMSBIB
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\paper A hidden Markov model based on superposition of two restoration processes
\jour Avtomat. i Telemekh.
\yr 2021
\issue 6
\pages 80--101
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\crossref{https://doi.org/10.31857/S0005231021060039}
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\jour Autom. Remote Control
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\issue 6
\pages 995--1012
\crossref{https://doi.org/10.1134/S0005117921060035}
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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