Statistical analysis of linear dynamic systems driven by the binary Markovian noise on the basis of the kinetic equations for non-Markovian stochastic processes

DOI10.1016/S0165-1684(99)00006-7zbMATH Open0927.94009OpenAlexW1966277935MaRDI QIDQ1292286FDOQ1292286

Vladimir A. Kazakov

Publication date: 21 June 1999

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(99)00006-7

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zbMATH Keywords

kinetic equationlinear systemnon-Markovian process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (2)

• One-dimensional kinetic equations for non-Markovian processes and statistical analysis problems of systems driven by the asymmetrical binary Markovian process
• Sampling reconstruction of Markov processes with a finite number of states

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