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Finite Continuous Time Markov Chains

โœ Scribed by Kemeny, John G.; Snell, J. Laurie


Book ID
118224294
Publisher
Society for Industrial and Applied Mathematics
Year
1961
Tongue
English
Weight
504 KB
Volume
6
Category
Article
ISSN
0040-585X

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๐Ÿ“œ SIMILAR VOLUMES


Filtering of continuous-time Markov chai
โœ L. Aggoun; L. Benkherouf; L. Tadj ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 685 KB

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