Estimation of non-stationary Markov Chain transition models.
Luca F. BertuccelliJonathan P. HowPublished in: CDC (2008)
Keyphrases
- markov chain
- non stationary
- monte carlo simulation
- transition probabilities
- stochastic process
- autoregressive
- steady state
- random fields
- transition matrix
- gibbs sampler
- markov chain monte carlo
- state transition
- markov processes
- monte carlo method
- finite state
- markov model
- monte carlo
- random walk
- markov process
- parameter estimation
- stationary distribution
- adaptive algorithms
- genetic algorithm
- markov models
- empirical mode decomposition
- state space