Identification and estimation algorithms for a Markov chain plus AR process.
Sueo SugimotoIkuo IshizukaPublished in: ICASSP (1983)
Keyphrases
- markov chain
- monte carlo simulation
- steady state
- transition probabilities
- finite state
- random walk
- monte carlo
- algo rithm
- gibbs sampler
- monte carlo method
- stochastic process
- augmented reality
- markov model
- markov chain monte carlo
- importance sampling
- incomplete data
- stationary distribution
- state space
- transition matrix
- genetic algorithm