| Article ID: | iaor19921197 |
| Country: | Japan |
| Volume: | J73-A |
| Issue: | 11 |
| Start Page Number: | 1887 |
| End Page Number: | 1894 |
| Publication Date: | Nov 1990 |
| Journal: | Transactions of the Institute of Electronics, Information and Communication Engineers |
| Authors: | Ito Hisashi, Amari Shun-ichi, Kobayashi Kingo |
| Keywords: | information theory, markov processes |
Consider a finite-state Markov chain whose states are not observable directly. Such types of stochastic processes are called hidden Markov models. In spite of importance of this type of models, their mathematical structures are not well known. In this paper a sufficient condition for two given hidden Markov process to be equivalent is given. And a condition for this sufficient condition to be necessary is also given. It is revealed when and only when a given hidden Markov process is equivalent to a Markov chain. [In Japanese.]