Filtering with fidelity for time-varying Gauss-Markov processes.

Photios A. Stavrou Themistoklis Charalambous Charalambos D. Charalambous

Published in: CDC (2016)

Keyphrases

markov processes
markov chain
markov process
stochastic processes
random fields
continuous time bayesian networks
non stationary
probability distribution
finite state