116 search results - page 3 / 24 » On Markov-Additive Jump Processes |
CDC
2010
IEEE
13 years 10 days ago
2010
IEEE
We address the consensus-based distributed linear filtering problem, where a discrete time, linear stochastic process is observed by a network of sensors. We assume that the consen...
ICASSP
2011
IEEE
12 years 9 months ago
2011
IEEE
Hawkes processes are used for modeling tick-by-tick variations of a single or of a pair of asset prices. For each asset, two counting processes (with stochastic intensities) are a...
CDC
2010
IEEE
13 years 10 days ago
2010
IEEE
We consider impulsive systems with several reset maps triggered by independent renewal processes, i.e., the intervals between jumps associated with a given reset map are identicall...
SIAMCO
2010
13 years 2 days ago
2010
In this paper we consider the long run average continuous control problem of piecewise-deterministic Markov processes (PDP's for short). The control variable acts on the jump ...
JMLR
2010
13 years 3 days ago
2010
We present an approximate inference approach to parameter estimation in a spatio-temporal stochastic process of the reaction-diffusion type. The continuous space limit of an infer...