A Kalman filtering technique for certain Markov chains

DOI10.1007/BF01183771zbMath0745.93075OpenAlexW2091605226MaRDI QIDQ1176562

Rui J. P. de Figueiredo, Yu Yaoqi, Guan-Rong Chen

Publication date: 25 June 1992

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01183771

zbMATH Keywords

Markov chainscomputational algorithmdecoupling Kalman filtering technique

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

Optimal Hankel-norm approximation approach to model reduction of large-scale Markov chains

Cites Work

• Kalman filtering with real-time applications
• Linear systems and optimal control
• Two-dimensional discrete Markovian fields
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