Nonparametric interpolation of the Markov sequence

DOI10.1007/S10513-008-1006-YzbMATH Open1248.93167OpenAlexW4244381776MaRDI QIDQ1002846FDOQ1002846

Authors: Alexander V. Dobrovidov 

Publication date: 26 February 2009

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10513-008-1006-y

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zbMATH Keywords

composite Markov processinterpolation (smoothing)nonobservable component

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Data smoothing in stochastic control theory (93E14)

Cited In (7)

• On the quality of certain interpolation procedures of a partially observable Markov process
• Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty
• Filtering, interpolation, and extrapolation of Markov chains with a continuous parameter
• Conditionally optimal interpolation of random processes defined by stochastic differential equations
• Title not available (Why is that?)
• A smoothing optimization algorithm of quasi-Markov process and its application
• Title not available (Why is that?)

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