Comments on ‘A multi-model adaptive predictor for stochastic processes with Markov switching parameters’

DOI10.1080/00207178708933826zbMath0666.93109OpenAlexW2046344226WikidataQ126244891 ScholiaQ126244891MaRDI QIDQ3818957

Jörg Raisch

Publication date: 1987

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178708933826

zbMATH Keywords

Markov switchingARMAX modelsprediction algorithm

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

• Stochastic models, estimation, and control. Vol. 2,3
• Random sampling approach to state estimation in switching environments
• A detection-estimation scheme for state estimation in switching environments
• A multi-model adaptive predictor for stochastic processes with Markov switching parameters
• Derivation and evaluation of improved tracking filter for use in dense multitarget environments

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