A nonlinear fixed-lag smoother for finite-state Markov processes.
David J. ClementsBrian D. O. AndersonPublished in: IEEE Trans. Inf. Theory (1975)
Keyphrases
- finite state
- markov processes
- markov chain
- markov process
- continuous time bayesian networks
- steady state
- state space
- stationary distribution
- random walk
- transition probabilities
- stochastic process
- markov decision processes
- average cost
- stochastic processes
- continuous time markov chains
- random fields
- markov random field
- dynamic programming
- pairwise
- bayesian networks