Realisation of Markov Chain's Parameter Reduction Algorithm in Matlab Environment
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21220%2F02%3A02077000" target="_blank" >RIV/68407700:21220/02:02077000 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Realisation of Markov Chain's Parameter Reduction Algorithm in Matlab Environment
Original language description
The contribution concerns with the problems related to approximate identification of stochastic systems modelled by Markov chains. Although Markov chains are easily identifiable and adaptable their use is restricted because of extremely large dimension of the sufficient statistic. The paper refers about possible way, which hepls to overcome this drawback. The proposed algorithm for dimensionality reduction in Markov chains is based on kernel smoothing technique. The applicability of the suggested methodology is presented in the Matlab programming environment.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
MATLAB 2002
ISBN
80-7080-500-5
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
142-151
Publisher name
Humusoft
Place of publication
Praha
Event location
Praha
Event date
Nov 7, 2002
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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