منابع مشابه
Relative Entropy Rate between a Markov Chain and Its Corresponding Hidden Markov Chain
In this paper we study the relative entropy rate between a homogeneous Markov chain and a hidden Markov chain defined by observing the output of a discrete stochastic channel whose input is the finite state space homogeneous stationary Markov chain. For this purpose, we obtain the relative entropy between two finite subsequences of above mentioned chains with the help of the definition of...
متن کاملDynamic System Evolution and Markov Chain Approximation
In this paper computational aspects of the mathematical modelling of dynamic system evolution have been considered as a problem in information theory. The construction of such models is treated as a decision making process with limited available information. The solution of the problem is associated with a computational model based on heuristics of a Markov Chain in a discrete space-time of eve...
متن کاملA Bayesian Approach to System Identification using Markov Chain Methods
This paper takes a Bayesian approach to the problem of dynamic system estimation, and illustrates how posterior densities for rather arbitrary system parameters or properties (such a frequency response, phase margin etc) may be numerically computed. In achieving this, the key idea of constructing an ergodic Markov chain with invariant distribution equal to the desired posterior is one borrowed ...
متن کاملA Markov-Chain-Monte-Carlo-Based Method for System Identification
This paper describes a novel methodology for the identification of mechanical systems and structures from vibration response measurements. It combines prior information, observational data and predictive finite element models to produce configurations and system parameter values that are most consistent with the available data and model. Bayesian inference and a Metropolis simulation algorithm ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1996
ISSN: 1050-5164
DOI: 10.1214/aoap/1035463331