Prediction and smoothing for partially observed Markov chains

Author:

Rudemo Mats

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference24 articles.

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2. A new approach to linear filtering and prediction problems;Kalman;Trans. ASME Ser. D: J. Basic Eng.,1960

3. New results in linear filtering and prediction theory;Kalman;Trans. ASME Ser. D: J. Basic Eng.,1961

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5. An innovations approach to least-squares estimation. II. Linear smoothing in additive noise;Kailath;IEEE Trans. Automatic Control,1968

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4. A markov chain model for traffic queue evolution at an intersection∗;Communications in Statistics. Stochastic Models;1990-01

5. Dynamic estimation of queue behaviour in urban traffic;European Journal of Operational Research;1987-09

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