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Evaluation and Estimation of Various Markov Models with Applications to Membrane Channel Kinetics
Author(s) -
Pulford G. W.,
Gallant J. C.,
Kennedy R. A.,
Chung S. H.
Publication year - 1995
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710370104
Subject(s) - markov model , markov chain , estimation , channel (broadcasting) , econometrics , statistics , computer science , kinetics , mathematics , statistical physics , economics , physics , telecommunications , management , quantum mechanics
Abstract Hidden Markov modelling is a powerful and efficient digital signal processing strategy for extracting the maximum likelihood model from a finite length sample of noisy data. Assuming the number of states in the model is known, then the state levels, transition probabilities, initial state distribution and the noise variance can be estimated. We investigate the applicability of this technique in membrane channel kinetics not only as a parameter estimator, but also as an aid to discriminating between various model types according to their statistical likelihood. We survey three representative classes of channel dynamics, namely: aggregated Markov models, semi‐Markov models (with asymptotically convergent transition probabilities), and coupled Markov models; reformulating each within a discrete‐time hidden Markov model framework. We then provide numerical evidence of the effectiveness of the procedure using simulated channel data and hence show that the correct model, as well as the model parameters, can be discerned. We also demonstrate that the model likelihood can be used to indicate the approximate number of states in the model.