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Integrals for continuous-time Markov chains

✍ Scribed by P.K. Pollett


Book ID
117178616
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
146 KB
Volume
182
Category
Article
ISSN
0025-5564

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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