A multi-model adaptive predictor for stochastic processes with Markov switching parameters
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Publication:3710434
DOI10.1080/00207178608933551zbMath0584.93061OpenAlexW1980972755MaRDI QIDQ3710434
Publication date: 1986
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178608933551
Inference from stochastic processes and prediction (62M20) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Theory of operating systems (68N25)
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