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Continuous-Time Markov Chains.by W. J. Anderson

โœ Scribed by Review by: James B. Robertson


Book ID
124944856
Publisher
Society for Industrial and Applied Mathematics
Year
1994
Tongue
English
Weight
321 KB
Volume
36
Category
Article
ISSN
0036-1445

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This paper discusses finite-dimensional optimal filters for partially observed Markov chains. A model for a system containing a finite number of components where each component behaves like an independent finite state continuous-time Markov chain is considered. Using measure change techniques variou