Recursive estimation of a discrete-time Markov chain

DOI10.1016/0895-7177(93)90145-OzbMath0791.62092OpenAlexW1999144290MaRDI QIDQ1324260

Yaakov Yavin

Publication date: 20 July 1994

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(93)90145-o

zbMATH Keywords

state estimationnonlinear filteringpoint processdiscrete-time Markov chaincomplete separable metric spacediscrete-time measurement processesrecursive estimation equations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

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