Linear Noise Approximation for a Class of Piecewise Deterministic Markov Processes.

Saurabh Modi Mohammad Soltani Abhyudai Singh

Published in: ACC (2018)

Keyphrases

markov processes
white noise
linear functions
markov process
smooth functions
markov chain
stochastic processes
non stationary
noise model
linear model
random fields
continuous time markov chains
closed form
continuous time bayesian networks
search algorithm
gaussian noise