Statistical analysis of linear dynamic systems driven by the binary Markovian noise on the basis of the kinetic equations for non-Markovian stochastic processes.
Vladimir A. KazakovPublished in: Signal Process. (1999)
Keyphrases
- dynamic systems
- stochastic processes
- stochastic process
- statistical analysis
- complex systems
- ordinary differential equations
- random fields
- probability distribution
- discrete event
- qualitative reasoning
- dynamical systems
- continuous variables
- consistency based diagnosis
- brownian motion
- noise level
- state variables
- stochastic model
- markov chain
- image processing
- continuous time bayesian networks
- differential equations
- dynamic bayesian networks
- closed form solutions
- mathematical model
- particle filter
- finite difference
- numerical solution
- random variables
- parameter estimation
- graphical models
- markov random field
- higher order
- linear time invariant
- reinforcement learning