Introduction to Hidden Semi-Markov Models

Preface
1. Observed Markov chains
2. Estimation of an observed Markov chain
3. Hidden Markov models
4. Filters and smoothers
5. The Viterbi algorithm
6. The EM algorithm
7. A new Markov chain model
8. Semi-Markov models
9. Hidden semi-Markov models
10. Filters for hidden semi-Markov models
Appendix A. Higher order chains
Appendix B. An example of a second order chain
Appendix C. A conditional Bayes theorem
Appendix D. On conditional expectations
Appendix E. Some molecular biology
Appendix F. Earlier applications of hidden Markov chain models
References
Index.