I understand that they are generally interchangeable, and also that all Moore machines can be converted to Mealy, hence the doubt if there is one where the reverse is not possible?
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Yes. A Mealy model can produce an asynchronous output for an asynchronous input whereas a Moore output is always synchronous. This can be useful when the output is required earlier than the next state change.
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\$\begingroup\$ Thank you, I hadn't thought of that. Is there a synchronous circuit scenario, for the same question? As in, if I were to add, is there an instance of a synchronous circuit Mealy, which can't be converted to Moore? \$\endgroup\$ Commented Nov 11, 2016 at 9:33
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1\$\begingroup\$ The only difference between the two is that a Mealy model can have asynchronous outputs and that these will be set as soon as the inputs change. They can be used interchangeably if this is not an issue. Note however a synchronised Mealy is not identical to the Moore model - there is still a timing difference in the outputs. Whether this matters depends on the specific problem. \$\endgroup\$– JohnCommented Nov 11, 2016 at 15:22