𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Prediction for wide-sense Markov processes (Corresp.)

✍ Scribed by Beutler, F.


Book ID
114632902
Publisher
IEEE
Year
1961
Tongue
English
Weight
494 KB
Volume
7
Category
Article
ISSN
0018-9448

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Adaptive prediction for stochastic proce
✍ Qi Xiao-Jiang πŸ“‚ Article πŸ“… 1988 πŸ› John Wiley and Sons 🌐 English βš– 720 KB

This paper is concerned with the adaptive prediction for stochastic processes with abruptly changing parameters modelled as a finite-state Markov chain. The Markov transition matrix is assumed to be known. For the coloured noise disturbance case, it is shown that the optimal prediction algorithm req