Optimal Linear Mean Square Filter and an Associated Stationary Filter for Hidden Markov Chain.

Fortià V. Vergés Marcelo D. Fragoso

Published in: CDC (2020)

Keyphrases

markov chain
optimal linear
steady state
monte carlo simulation
finite state
transition probabilities
markov model
random walk
monte carlo
state space
hidden markov models
monte carlo method
transition matrix
genetic algorithm
probabilistic model