A multi-model adaptive predictor for stochastic processes with Markov switching parameters

DOI10.1080/00207178608933551MaRDI QIDQ3710434zbMATH OpenOpenAlexFDO

Authors Xiao-Jiang Qi

Publication date 1986

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178608933551

zbMATH Keywords

finite- state Markov chainmulti-model adaptive predictorparallel processingswitchings

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inference from stochastic processes and prediction (62M20) Theory of operating systems (68N25) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• A self-tuning predictor
• A self-tuning predictor for a class of multivariable stochastic processes

Cited in

(3)

• Switched probabilistic multi-models
• Adaptive prediction for ARMA processes with Markov switching parameters
• Comments on ‘A multi-model adaptive predictor for stochastic processes with Markov switching parameters’

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