Arbres de Markov Triplet et fusion de Dempster–Shafer

Abstract

The hidden Markov chains (HMC) ( X, Y) have been recently generalized to triplet Markov chains (TMC), which enjoy the same capabilities of restoring a hidden process X from the observed process Y. The posterior distribution of X can be viewed, in an HMC, as a particular case of the so called “Dempster–Shafer fusion” (DS fusion) of the prior Markov with a probability q defined from the observation Y= y. As such, when we place ourselves in the Dempster–Shafer theory of evidence by replacing the probability distribution of X by a mass function M having an analogous Markov form (which gives again the classical Markov probability distribution in a particular case), the result of DS fusion of M with q generalizes the conventional posterior distribution of X. Although this result is not necessarily a Markov distribution, it has been recently shown that it is a TMC, which renders traditional restoration methods applicable. The aim of this Note is to present some generalizations of the latter result: (i) more general HMCs can be considered; (ii) q, which can possibly be a mass function Q, is itself a result of the DS fusion; and (iii) all these results are finally specified in the hidden Markov trees (HMT) context, which generalizes the HMC one. To cite this article: W. Pieczynski, C. R. Acad. Sci. Paris, Ser. I 336 (2003).