Identification of a transition matrix of a Markov chain from noisy measurements of state
IEEE Transactions on Information Theory, 1970We consider the problem of recursively estimating the transition matrix of a regular Markov chain with a finite number of states using only noisy measurements of the state. The measurement noise sequence is assumed to be independent with known mean and unknown variance.
openaire +2 more sources
FUNDAMENTAL MATRIX OF TRANSIENT QBD GENERATOR WITH FINITE STATES AND LEVEL DEPENDENT TRANSITIONS
Asia-Pacific Journal of Operational Research, 2009Fundamental matrix plays an important role in a finite-state Markov chain to find many characteristic values such as stationary distribution, expected amount of time spent in the transient state, absorption probabilities. In this paper, the fundamental matrix of the finite-state quasi-birth-and-death (QBD) process with absorbing state and level ...
openaire +2 more sources
State transition matrix of linear time varying fractional order systems
Chinese Control and Decision Conference, 2017Xuefeng Zhang, Hongyan Wang, Yuan-Wei Lv
semanticscholar +1 more source
New State Transition Matrix for Relative Motion on an Arbitrary Keplerian Orbit
, 2017Zhaohui Dang
semanticscholar +1 more source
Feedforward neural network based time-varying state-transition-matrix of Tschauner-Hempel equations
Advances in Space Research, 2022Jianjun Luo, Zhaohui Dang
exaly
Orbit covariance propagation via quadratic-order state transition matrix in curvilinear coordinates
, 2017Javier Hernando-Ayuso, C. Bombardelli
semanticscholar +1 more source
On the fundamental matrix of finite state markov chains with circulant transition matrix
2012For a finite state homogeneous Markov chain with circulant transition matrix an analytic method for finding the fundamentalmatrix is proposed. When the cardinality of state space is large, this approach allows exactly derive the entries of the fundamental matrix. In contrast to ordinary computing of the fundamental matrix this method is much faster.
openaire +1 more source
Highest Degree Likelihood Search Algorithm Using a State Transition Matrix for Complex Networks
IEEE Transactions on Circuits and Systems Part 1: Regular Papers, 2014Minyu Feng, Hong Qu, Zhang Yi
semanticscholar +1 more source
State-transition-matrix method for inverse scattering in one-dimensional inhomogeneous media.
Physical review. E, Statistical, nonlinear, and soft matter physics, 2014D. Zarifi, M. Soleimani, A. Abdolali
semanticscholar +1 more source