Application of hidden Markov models for analyzing the dynamics of technical systems

Semi-Markov processes are widely used for modelling technical systems for various purposes. During the operation of the system for which the semi-Markov model is built, it is not always possible, when changing its states, to obtain all the information contained in the state codes, but only to get so...

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Bibliographic Details
Main Authors: Obzherin, Yuriy E., Nikitin, Mikhail M., Sidorov, Stanislav M.
Format: Conference Proceeding
Language:English
Subjects:
Computer simulation
Markov analysis
Markov chains
Markov processes
Signal processing
Online Access:Get full text
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Summary:Semi-Markov processes are widely used for modelling technical systems for various purposes. During the operation of the system for which the semi-Markov model is built, it is not always possible, when changing its states, to obtain all the information contained in the state codes, but only to get some signal (information) associated with the semi-Markov process. In this case, the state of the semi-Markov process can be considered hidden (unobservable). There are problems of evaluating the characteristics, predicting the states of the simulated system and analysing its dynamics on the basis of the received vector of signals. To solve these problems, you can use the apparatus of the theory of hidden Markov models. In this paper, the application of this approach is considered on the example of a phase-merged superposition of two alternating renewal processes, which is a model of a duplicated system.
ISSN:0094-243X
1551-7616
DOI:10.1063/1.5138446