Algebraic Hidden processes and Hidden Markov processes

Abstract

In this paper, we propose an algebraic approach to the definition of Hidden Markov Processes (HMP) which has two advantages: on the one hand, it prepares the ground for the quantum extension of these processes (discussed in the second part of this paper), on the other hand it suggests two natural extensions of these processes: one of them highlights a different notion of conditional independence between the observable and the hidden process; the other one drops the assumption that the hidden process is Markov. The latter extension is motivated by the examples of hidden, but not hidden Markov processes produced in the second part of the paper. Furthermore, we prove that any hidden Markov process can be interpreted as a restriction, to a suitable sub-algebra, of a Markov process.