On model order estimation for partially observed Markov chains

DOI10.1016/0005-1098(88)90102-1zbMath0648.93056OpenAlexW2001614514MaRDI QIDQ1105545

E. E. Pickett, R. G. Whiting

Publication date: 1988

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(88)90102-1

zbMATH Keywords

Akaike's criterionModel order estimationpartially observed Markov chain

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Identification in stochastic control theory (93E12)

Related Items (2)

Parameter estimation for hidden Gibbs chains ⋮ Observer and control design in partially observable finite Markov chains

Cites Work

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