Explicit Forward Recursive Estimators for Markov Modulated Markov Processes

DOI10.1080/15326349.2012.699750zbMath1301.62078MaRDI QIDQ3167891

Yariv Ephraim, Brian L. Mark

Publication date: 29 October 2012

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2012.699750

zbMATH Keywords

recursive estimation; Markov modulated process

Mathematics Subject Classification ID

62M05: Markov processes: estimation; hidden Markov models

60J27: Continuous-time Markov processes on discrete state spaces

62L12: Sequential estimation

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