An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems (Q880350)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems |
scientific article; zbMATH DE number 5152832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems |
scientific article; zbMATH DE number 5152832 |
Statements
An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems (English)
0 references
15 May 2007
0 references
jump Markov linear systems
0 references
Kullback-Leibler distance measure
0 references
transition probability
0 references
stochastic approximation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
