Dynamical methods for random processes recognition

DOI10.1016/0898-1221(90)90091-WzbMATH Open0699.62082MaRDI QIDQ913428

A. L. Poguda, Edward Shpilewski

Publication date: 1990

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmssequencesmaximum likelihoodleast squaressufficient statisticssequential recognitiongroup classificationchange detectioninformation processingYule-Walker equationsMarkov sequencesestimation of change-pointsestimation of the change momentinterval-stationarylocally-stationary sequencesmultialternative recognition of nonstationary random processesrecurrent stochastic equationsstochastic dynamical models

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes (62M99)

Cites Work

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