A numerical filtering method for linear state‐space models with Markov switching
| Autor: | Christopher Mclean, Michael Pauley, Jonathan H. Manton |
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| Rok vydání: | 2020 |
| Předmět: |
0209 industrial biotechnology
Class (set theory) Markov chain ComputingMethodologies_SIMULATIONANDMODELING Stochastic process Computer science 02 engineering and technology State (functional analysis) 020901 industrial engineering & automation Control and Systems Engineering Signal Processing 0202 electrical engineering electronic engineering information engineering State space Applied mathematics 020201 artificial intelligence & image processing Electrical and Electronic Engineering |
| Zdroj: | International Journal of Adaptive Control and Signal Processing. 34:813-838 |
| ISSN: | 1099-1115 0890-6327 |
| Popis: | Summary A class of discrete‐time random processes arising in engineering and econometrics applications consists of a linear state‐space model whose parameters are modulated by the state of a finite... |
| Databáze: | OpenAIRE |
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