This project aims at simulating customers behaviour in a supermarket. Customers are generated from a Markov chain modelling with transition probabilities. Transition probabilities are simply the ...
Abstract: This paper addresses the dissipative filtering problem for a class of Markov jump Lur'e systems with uncertain transition probabilities in discrete-time domain. The uncertain characteristic ...
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 ...
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 ...
Scandinavian Journal of Statistics, Vol. 4, No. 3 (1977), pp. 97-104 (8 pages) This paper deals with the estimation of the left probability eigenvector and related characteristics of an ergodic matrix ...