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CDC
2008
IEEE
16 years 1 months ago
Shannon meets Bellman: Feature based Markovian models for detection and optimization
— The goal of this paper is to develop modeling techniques for complex systems for the purposes of control, estimation, and inference: (i) A new class of Hidden Markov Models is ...
Sean P. Meyn, George Mathew
ICDM
2006
IEEE
137views Data Mining» more  ICDM 2006»
16 years 21 days ago
Mining Complex Time-Series Data by Learning Markovian Models
In this paper, we propose a novel and general approach for time-series data mining. As an alternative to traditional ways of designing specific algorithm to mine certain kind of ...
Yi Wang, Lizhu Zhou, Jianhua Feng, Jianyong Wang, ...
UAI
2004
15 years 8 months ago
Predictive State Representations: A New Theory for Modeling Dynamical Systems
Modeling dynamical systems, both for control purposes and to make predictions about their behavior, is ubiquitous in science and engineering. Predictive state representations (PSR...
Satinder P. Singh, Michael R. James, Matthew R. Ru...
DSN
2008
IEEE
16 years 1 months ago
A recurrence-relation-based reward model for performability evaluation of embedded systems
Embedded systems for closed-loop applications often behave as discrete-time semi-Markov processes (DTSMPs). Performability measures most meaningful to iterative embedded systems, ...
Ann T. Tai, Kam S. Tso, William H. Sanders
CSDA
2011
15 years 1 months ago
Approximate forward-backward algorithm for a switching linear Gaussian model
Motivated by the application of seismic inversion in the petroleum industry we consider a hidden Markov model with two hidden layers. The bottom layer is a Markov chain and given ...
Hugo Hammer, Håkon Tjelmeland