Dynamical methods for random processes recognition

DOI10.1016/0898-1221(90)90091-WMaRDI QIDQ913428zbMATH OpenFDO

Authors A. L. Poguda, Edward Shpilewski

Publication date 1990

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmsmaximum likelihoodleast squareschange detectionsequencesgroup classificationinformation processingsufficient statisticsYule-Walker equationsMarkov sequencesestimation of change-pointsestimation of the change momentinterval-stationarylocally-stationary sequencesmultialternative recognition of nonstationary random processesrecurrent stochastic equationssequential recognitionstochastic dynamical models

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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