First order Markov chain approximation of microgrid renewable generators covariance matrix.
Navid Tafaghodi KhajaviAnthony KuhPublished in: ISIT (2013)
Keyphrases
- markov chain
- covariance matrix
- covariance matrices
- steady state
- transition probabilities
- random numbers
- random walk
- stationary distribution
- principal component analysis
- monte carlo
- monte carlo method
- transition matrix
- sample size
- monte carlo simulation
- markov model
- state space
- approximation algorithms
- markov models
- higher order
- markov chain monte carlo
- queueing networks
- computer vision
- simulated annealing
- feature space
- face recognition