Dynamical methods for random processes recognition

DOI10.1016/0898-1221(90)90091-WMaRDI QIDQ913428zbMATH OpenFDO

Authors A. L. Poguda, Edward Shpilewski

Publication date 1990

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(90)90091-W

zbMATH Keywords

algorithmschange detectionestimation of change-pointsestimation of the change momentgroup classificationinformation processinginterval-stationaryleast squareslocally-stationary sequencesMarkov sequencesmaximum likelihoodmultialternative recognition of nonstationary random processesrecurrent stochastic equationssequencessequential recognitionstochastic dynamical modelssufficient statisticsYule-Walker equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

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