Duncan, T.; Pasik-Duncan, B.; Stettner, L. - In: Computational Statistics 62 (2005) 2, pp. 297-318
A partially observed stochastic system is described by a discrete time pair of Markov processes. The observed state process has a transition probability that is controlled and depends on a hidden Markov process that also can be controlled. The hidden Markov process is completely observed in a...