State estimation for partially observed Markov chains

DOI10.1016/0022-247X(73)90003-6zbMath0271.60072MaRDI QIDQ2264204

Mats Rudemo

Publication date: 1973

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15)

Related Items (17)

An EM algorithm for continuous-time bivariate Markov chains ⋮ Explicit Forward Recursive Estimators for Markov Modulated Markov Processes ⋮ Impulsive control of piecewise-deterministic processes with long run average cost ⋮ Estimation and reconstruction for zero-one Markov processes ⋮ Likelihood Inference for Exponential-Trawl Processes ⋮ On Markov chains induced by partitioned transition probability matrices ⋮ Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain ⋮ Prediction and smoothing for partially observed Markov chains ⋮ Consistency of Maximum Likelihood Parameter Estimation for Bivariate Markov Chains ⋮ Dynamic estimation of queue behaviour in urban traffic ⋮ Random point processes and martingales ⋮ Functions of event variables of a random system with complete connections ⋮ Representation results for jump processes with application to optimal stopping ⋮ State estimation for partially observed jump processes ⋮ The evolution of aggregated Markov chains ⋮ A representation theory for the impulse control of jump processes ⋮ Filtering of derived point processes

Cites Work

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