Title of article
Filtering of continuous-time Markov chains
Author/Authors
Aggoun، نويسنده , , L. and Benkherouf، نويسنده , , L. and Tadj، نويسنده , , L.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
11
From page
73
To page
83
Abstract
This paper discusses finite-dimensional optimal filters for partially observed Markov chains. A model for a system containing a finite number of components where each component behaves like an independent finite state continuous-time Markov chain is considered. Using measure change techniques various estimators are derived.
Keywords
Hidden Markov Models , Measure change techniques , Finite-dimensional filters
Journal title
Mathematical and Computer Modelling
Serial Year
1997
Journal title
Mathematical and Computer Modelling
Record number
1590894
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