Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities.

Shunyi Zhao Fei Liu

Published in: J. Frankl. Inst. (2013)

Keyphrases

linear systems
bayesian estimation
markov chain
transition probabilities
markov model
sufficient conditions
dynamical systems
random walk
state space
posterior distribution
sparse linear systems
markov models
data points
hidden variables