Optimal simultaneous detection and estimation of filtered discrete semi-Markov chains.
John K. GoutsiasJerry M. MendelPublished in: IEEE Trans. Inf. Theory (1988)
Keyphrases
- markov chain
- markov processes
- monte carlo simulation
- steady state
- transition probabilities
- markov process
- finite state
- stationary distribution
- monte carlo method
- monte carlo
- stochastic process
- markov model
- random walk
- probabilistic automata
- state space
- dynamic programming
- transition matrix
- assemble to order systems
- sample path
- single server
- closed form
- probabilistic model