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Bayes estimates of Markov process parameters

✍ Scribed by É. K. Shpilevskii

Publisher
Springer US
Year
1976
Tongue
English
Weight
564 KB
Volume
11
Category
Article
ISSN
1573-8337

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📜 SIMILAR VOLUMES

Estimation of Markov processes
Estimation of Markov processes
✍ Omar Hijab 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 386 KB

Let I + x(r) denote a Mark& process evolving on some state-space X and consider observations given by .Y( r) = h( x( I)), where h is a real-valued function on X. If $I is another real-valued function on X, the best estimate (in the mean square sense) of $(x( 1)) given y(r), OGTC t, is the conditiona