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Filtering for Stochastic Systems with Markovian Switching and Partly Unknown Transition Probabilities.
Yucai Ding
Hong Zhu
Shouming Zhong
Yuping Zhang
Yong Zeng
Published in:
Circuits Syst. Signal Process. (2013)
Keyphrases
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transition probabilities
stochastic systems
markov chain
sample path
random walk
confidence intervals
markov models
stochastic models
stationary distribution
monte carlo
steady state
special case
higher order
hidden variables
markov model
markov decision process