Switched probabilistic multi-models

MaRDI QIDQ3517718zbMATH OpenFDO

Authors Miroslav Svítek

Publication date 12 August 2008

zbMATH Keywords

dynamic model mixtureKalman filteringlinear time invariant dynamical systemsprobabilistic multi-models

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Filtering in stochastic control theory (93E11)

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Cited in

(1)

• scientific article; zbMATH DE number 1784949 (Why is no real title available?)

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