IEEE

A Two-stage Transition Correction Function for Adaptive Markov Matrix in IMM Algorithm

Abstract: This paper proposes two probability correction functions to make adaptively the transition probability matrix(TPM). In a traditional interacting multiple model(IMM) estimator, TPM is usually ...
IEEE

Model Switching Detection-Aided Adaptive Transition Probability Matrix IMM Algorithm

Abstract: In conventional interactive multiple model (IMM) algorithm, the fixed transition probability matrix results in slow model switching and low tracking accuracy. Existing adaptive transition ...
GitHub

Testing-for-Markovian-Property-A-Statistical-Approach-to-Transition-Matrix-Homogeneity

R codes for "Testing for Markovian Property: A Statistical Approach to Transition Matrix Homogeneity" https://ojs.zefr.org/index.php/intplanet/article/view/17/16 ...
GitHub

Bug in transition probability matrix

I'm tring to fit a multi-state model and I specified the transition probabilities in the Q matrix. In my dataset the only possible transitions are however when the multistate model has converged the ...