A stopping rule for symbolic dynamic filtering

DOI10.1016/J.AML.2010.04.048zbMath1201.93125OpenAlexW2084328577MaRDI QIDQ988737

J. Martínez

Publication date: 18 August 2010

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2010.04.048

zbMATH Keywords

Markov chainstopping rulesymbolic analysis

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Cellular automata (computational aspects) (68Q80)

Cites Work

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• Markov chains and stochastic stability
• Markov chain Monte Carlo: can we trust the third significant figure?
• Symbolic dynamic analysis of complex systems for anomaly detection
• Fixed-Width Output Analysis for Markov Chain Monte Carlo
• Signed real measure of regular languages for discrete event supervisory control

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