Root / Conference Proceedings / 5th International Conference on Physics and Control (PhysCon 2011) / STATE ESTIMATION PROBLEM FOR MARKOV CHAIN MODEL

STATE ESTIMATION PROBLEM FOR MARKOV CHAIN MODEL

Galina Timofeeva, Nicolay Timofeev

The state estimation problem for a dynamic system described by the Markov chain model with discrete time is considered. It is assume that a matrix of the transition probabilities is incompletely known.
Proposed approach is based on the confidence estimates.

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