The model

In this chapter, it is shown how the two separate models of the previous chapter, the hidden Markov model (HMM) and the nonlinear state-space model (NSSM), can be combined into one switching NSSM. The chapter begins with Bayesian versions of the two individual models, the HMM in Section 5.1 and the NSSM in Section 5.2. The switching model is introduced in Section 5.3.

- Bayesian continuous density hidden Markov model

- Bayesian nonlinear state-space model

- Combining the two models

Antti Honkela 2001-05-30