Mean value of the output of a discrete-time Volterra system driven by a Markov chain.
Gianfranco BilardiGianfranco L. CariolaroR. CristiPublished in: IEEE Trans. Inf. Theory (1985)
Keyphrases
- markov chain
- steady state
- finite state
- markov processes
- state transition
- transition probabilities
- monte carlo
- markov process
- monte carlo method
- stochastic process
- state space
- random walk
- stationary distribution
- markov model
- monte carlo simulation
- transition matrix
- markov chain monte carlo
- statistical model
- least squares
- prior knowledge
- higher order