An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems (Q880350): Difference between revisions

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Latest revision as of 19:04, 25 June 2024

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An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems
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    An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems (English)
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    15 May 2007
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    jump Markov linear systems
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    Kullback-Leibler distance measure
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    transition probability
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    stochastic approximation
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