Recursive Kalman-type optimal estimation and detection of hidden Markov chains.
Enzo BaccarelliRoberto CusaniPublished in: Signal Process. (1996)
Keyphrases
- markov chain
- monte carlo simulation
- steady state
- finite state
- transition probabilities
- markov processes
- markov process
- stochastic process
- random walk
- monte carlo
- markov model
- stationary distribution
- monte carlo method
- probabilistic automata
- transition matrix
- state space
- optimal solution
- sample path
- machine learning
- assemble to order systems
- single server
- non stationary
- learning algorithm