Mixture estimation with state-space components and Markov model of switching

DOI10.1016/j.apm.2013.05.038zbMath1428.62040OpenAlexW2086787513MaRDI QIDQ136782

Evgenia Suzdaleva, Ivan Nagy, Evgenia Suzdaleva, Ivan Nagy

Publication date: December 2013

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2013.05.038

zbMATH Keywords

probability density functionstate-space modelsKerridge inaccuracyBayesian dynamic decision making under uncertaintyprobabilistic dynamic mixturesrecursive mixture estimation

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Filtering in stochastic control theory (93E11)

Related Items (2)

Reliability for discrete state systems with cyclic missions periods ⋮ dynmix

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