Necessary and sufficient conditions on the parameters of 1-D Gaussian Markov processes.
Sridhar LakshmananHaluk DerinPublished in: IEEE Trans. Signal Process. (1992)
Keyphrases
- sufficient conditions
- markov processes
- maximum likelihood
- markov process
- markov chain
- stochastic processes
- asymptotic stability
- exponential stability
- random fields
- parameter estimation
- non stationary
- transition probabilities
- neural network
- lyapunov function
- equilibrium point
- continuous time markov chains
- stationary distribution
- expectation maximization
- efficiently computable