Show that any second-order Markov
process can be rewritten as a first-order Markov process with an
augmented set of state variables. Can this always be done
parsimoniously, i.e., without increasing the number of
parameters needed to specify the transition model?
Show that any second-order Markov process can be rewritten as a first-order Markov process with an augmented set of state variables. Can this always be done parsimoniously, i.e., without increasing the number of parameters needed to specify the transition model?