Unsupervised restoration of hidden nonstationary Markov chains using evidential priors.
Pierre LanchantinWojciech PieczynskiPublished in: IEEE Trans. Signal Process. (2005)
Keyphrases
- non stationary
- markov chain
- markov processes
- steady state
- finite state
- markov process
- markov model
- state space
- transition probabilities
- stationary distribution
- random walk
- probabilistic automata
- adaptive algorithms
- stochastic process
- transition matrix
- autoregressive
- concept drift
- random fields
- bayesian framework
- confidence intervals
- fractional brownian motion
- maximum entropy
- least squares
- random numbers
- search space