Continuous-time tracking algorithms involving two-time-scale Markov chains.

George Yin Qing Zhang John B. Moore Yuan Jin Liu

Published in: IEEE Trans. Signal Process. (2005)

Keyphrases

markov chain
markov processes
steady state
finite state
monte carlo
markov process
random walk
stochastic process
markov model
transition probabilities
state space
monte carlo method
stationary distribution
monte carlo simulation
sample path
transition matrix
confidence intervals
queueing theory
image segmentation