Quadratic costs and second moments of jump linear systems with general Markov chain.
Eduardo F. CostaAlessandro N. VargasJoão Bosco Ribeiro do ValPublished in: Math. Control. Signals Syst. (2011)
Keyphrases
- markov chain
- linear systems
- steady state
- transition probabilities
- finite state
- monte carlo
- monte carlo method
- random walk
- markov model
- state space
- markov process
- special case
- sufficient conditions
- dynamical systems
- stationary distribution
- monte carlo simulation
- real time
- coefficient matrix
- evolutionary algorithm
- neural network
- markov models
- maximum likelihood
- knn
- search algorithm
- objective function