Parameter estimation of a continuous-time Markov chain observed through a discrete-time memoryless channel is studied. An expectation-maximization (EM) algorithm for maximum likelihood estimation of the parameter of this hidden Markov process is developed and applied to a simple example of modeling ion-channel currents in living cell membranes. The approach follows that of Asmussen, Nerman and Olsson, and Ryden, for EM estimation of an underlying continuous-time Markov chain.
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Roberts et al. (2007) studied this question.
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