Optimal smoothing of non-linear dynamic systems via Monte Carlo Markov chains.
Gianluigi PillonettoBradley M. BellPublished in: Autom. (2008)
Keyphrases
- monte carlo
- markov chain
- dynamic systems
- monte carlo simulation
- optimal strategy
- steady state
- complex systems
- finite state
- monte carlo method
- particle filter
- importance sampling
- discrete event
- state space
- transition probabilities
- consistency based diagnosis
- transition matrix
- monte carlo methods
- dynamical systems
- adaptive sampling
- random walk
- dynamic programming
- model based diagnosis
- optimal control
- stationary distribution
- markov processes
- continuous variables
- probabilistic automata
- temporal difference
- state variables
- objective function
- markovian decision
- average cost
- markov chain monte carlo
- confidence intervals
- optimal solution