Skip to main content
SpringerLink
Log in

Bayes estimates of Markov process parameters

  • Published:
Cybernetics Aims and scope

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Literature Cited

  1. V. S. Pugachev, “Statistical problems of the theory of pattern recognition,” in: Adaptive Systems. Pattern Recognition. Finite Automata and Switching Devices [in Russian], Izd. Nauka, Moscow (1967).

    Google Scholar 

  2. L. P. Sysoev, Parameter Estimation, Signal Detection and Identification [in Russian], Izd. Nauka, Moscow (1969).

    Google Scholar 

  3. R. L. Stratonovich, Conditional Markov Processes and Their Application to Optimal Control Theory [in Russian], Izd. MGU, Moscow (1966).

    Google Scholar 

  4. R. Sh. Liptser and A. N. Shiryaev, “Nonlinear filtering of diffusion Markov processes,” Tr. Mat. Inst. Akad. Nauk SSSR,104 (1968).

  5. B. Grigelionis, “On the absolute continuous change of measure and the Markov property of random processes,” Litovsk. Mat. Sb.,9, No. 1 (1969).

    Google Scholar 

  6. É. M. Khazen, Methods of Optimal Statistical Decisions and the Optimal Control Problem [in Russian], Izd. Sov. Radio. Moscow (1968).

    Google Scholar 

  7. O. A. Glonti, “Sequential filtering and interpolation of components of Markov chains,” Litovsk. Mat. Sb.,9, No. 2 (1969).

  8. E. B. Dynkin, Markov Processes [in Russian], Fizmatgiz, Moscow (1963).

    Google Scholar 

  9. E. L. Shpilevskii, “Optimal classification of observations in the recognition of multidimensional Markov processes,” Avtomat. Telemekh., No. 12 (1971).

Download references

Authors
  1. É. K. Shpilevskii
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Translated from Kibernetika, No. 6, pp. 112–119, November–December, 1975.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Shpilevskii, É.K. Bayes estimates of Markov process parameters. Cybern Syst Anal 11, 961–969 (1975). https://doi.org/10.1007/BF01074244

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01074244

Keywords

Search

Navigation