An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems (Q880350)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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