On fast aggregation of Markov chain functionals using stochastic complementation.

DOI10.1016/S0165-1684(98)00213-8MaRDI QIDQ1292509zbMATH OpenWikidataFDO

Authors Kutluyıl Doğançay, Vikram Krishnamurthy

Publication date 21 June 1999

Published in Signal Processing (Search for Journal in Brave)

zbMATH Keywords

Markov chain aggregationComputational complexitySystem identificationMaximum-likelihood estimationStochastic complementation

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) System identification (93B30)

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• scientific article; zbMATH DE number 830005

Cited in

(4)

• The finest level acceleration of multilevel aggregation for Markov chains
• A probabilistic algorithm for aggregating vastly undersampled large Markov chains
• Adaptive estimation of hidden nearly completely decomposable Markov chains with applications in blind equalization
• Fast L₂-approximation of integral-type functionals of Markov processes

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