Hidden markov processes
An overview of statistical and information-theoretic aspects of hidden Markov processes
(HMPs) is presented. An HMP is a discrete-time finite-state homogeneous Markov chain …
(HMPs) is presented. An HMP is a discrete-time finite-state homogeneous Markov chain …
[图书][B] The Control Handbook (three volume set)
WS Levine - 2018 - taylorfrancis.com
At publication, The Control Handbook immediately became the definitive resource that
engineers working with modern control systems required. Among its many accolades, that …
engineers working with modern control systems required. Among its many accolades, that …
[图书][B] Encyclopedia of Statistical Sciences, Volume 1
S Kotz, N Balakrishnan, CB Read, B Vidakovic… - 2005 - books.google.com
Countless professionals and students who use statistics in their work rely on the multi-
volume Encyclopedia of Statistical Sciences as a superior and unique source of information …
volume Encyclopedia of Statistical Sciences as a superior and unique source of information …
[图书][B] The control systems handbook: control system advanced methods
WS Levine - 2018 - books.google.com
At publication, The Control Handbook immediately became the definitive resource that
engineers working with modern control systems required. Among its many accolades, that …
engineers working with modern control systems required. Among its many accolades, that …
[图书][B] Lectures on Wiener and Kalman filtering
T Kailath, T Kailath - 1981 - Springer
Suppose we have two random variables X, Y with a known joint density function fx, y (.,.).
Assume that in a particular experiment, the random variable Y can be measured and takes …
Assume that in a particular experiment, the random variable Y can be measured and takes …
[图书][B] Studies in astronomical time series analysis: Modeling random processes in the time domain
JD Scargle - 1979 - books.google.com
This discussion of time series data produced by random physical processes emphasizes
astrophysical data analysis. Several random process models phrased in the time domain …
astrophysical data analysis. Several random process models phrased in the time domain …
[图书][B] Introduction to Continuous-Time Stochastic Processes
V Capasso, V Capasso - 2021 - Springer
Stochastic processes and stochastic calculus have been used extensively for data analysis
in a wide range of scientific disciplines. They provide fundamental tools for the construction …
in a wide range of scientific disciplines. They provide fundamental tools for the construction …
[图书][B] Nonlinear filtering and smoothing: an introduction to martingales, stochastic integrals, and estimation
V Krishnan - 2005 - books.google.com
Most useful for graduate students in engineering and finance who have a basic knowledge
of probability theory, this volume is designed to give a concise understanding of martingales …
of probability theory, this volume is designed to give a concise understanding of martingales …
Recursive estimation from discrete-time point processes
A Segall - IEEE transactions on Information Theory, 1976 - ieeexplore.ieee.org
The paper presents models for discrete-time point processes (DTPP) and schemes for
recursive estimation of signals randomly influencing their rates. Although the models are …
recursive estimation of signals randomly influencing their rates. Although the models are …
Active classification for POMDPs: A Kalman-like state estimator
The problem of state tracking with active observation control is considered for a system
modeled by a discrete-time, finite-state Markov chain observed through conditionally …
modeled by a discrete-time, finite-state Markov chain observed through conditionally …