Representation and smoothing of non-Gaussian Markov chains: a Kronecker-algebra based approach.
Francesco CarravettaPublished in: ACC (2007)
Keyphrases
- markov chain
- transition probabilities
- steady state
- finite state
- state space
- markov processes
- markov process
- markov model
- monte carlo method
- probabilistic automata
- stochastic process
- stationary distribution
- random walk
- monte carlo
- monte carlo simulation
- non stationary
- transition matrix
- data model
- assemble to order systems
- machine learning
- confidence intervals
- query language
- search algorithm
- gaussian distribution
- sufficient conditions
- mutual information