Realisation of Markov Chain's Parameter Reduction Algorithm in Matlab Environment

Kód výsledku v 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>
Výsledek na webu
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Jazyk výsledku
angličtina
Název v původním jazyce
Realisation of Markov Chain's Parameter Reduction Algorithm in Matlab Environment
Popis výsledku v původním jazyce
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.
Název v anglickém jazyce
Realisation of Markov Chain's Parameter Reduction Algorithm in Matlab Environment
Popis výsledku anglicky
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.

Rok uplatnění
2002
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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