What is/are the canonical reference(s) for HMMs with covariates?
I'm coding some up and I'd like to follow the standard notations, if they exist.
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Normally, GLM-type notation is used. See, e.g.,
Altman, RM (2007). Mixed Hidden Markov Models: An Extension of the Hidden Markov Model to the Longitudinal Data Setting. Journal of the American Statistical Association, 102 (477), 201-210. [Link]