Hybrid filters modulated by Markov chains with two-time scales.
George YinSubhrakanti DeyPublished in: CDC (2002)
Keyphrases
- markov chain
- steady state
- finite state
- markov process
- random walk
- transition probabilities
- markov model
- monte carlo
- markov processes
- state space
- monte carlo simulation
- stochastic process
- stationary distribution
- probabilistic automata
- transition matrix
- assemble to order systems
- monte carlo method
- order statistics
- genetic algorithm
- sample path