Identification of coupled Markov chain model with application

A parameterized Markov chain model is developed to model the action of a biological ion channel measured in noise. In detail, the model takes the form of a set of binary chains which are interdependent according to a coupling parameter. When varied, this parameter realizes the range of behaviors from tight coupling to complete independence. Other parameters describe the intrinsic characteristics of the binary chains as well as their behavior when fully coupled. An identification procedure for the model parameters is developed based on hidden Markov modeling ideas but incorporating a novel parameter estimation step (due to the nonlinear form of the dependency of the model on the parameters). The model and identification methods are tested on real data.<>