검색결과 : 7건
| No. | Article |
|---|---|
| 1 |
A higher-order Markov chain-modulated model for electricity spot-price dynamics Xiong H, Mamon R Applied Energy, 233, 495, 2019 |
| 2 |
Filtering a Double Threshold Model With Regime Switching Elliott RJ, Siu TK, Lau JW IEEE Transactions on Automatic Control, 58(12), 3185, 2013 |
| 3 |
Filtering a Markov Modulated Random Measure Elliott RJ, Siu TK, Yang HL IEEE Transactions on Automatic Control, 55(1), 74, 2010 |
| 4 |
Robust dynamics and control of a partially observed Markov chain Elliott RJ, Malcolm WP, Moore JP Applied Mathematics and Optimization, 56(3), 303, 2007 |
| 5 |
General smoothing formulas for Markov-modulated Poisson observations Elliott RJ, Malcolm WP IEEE Transactions on Automatic Control, 50(8), 1123, 2005 |
| 6 |
State and mode estimation for discrete-time jump Markov systems Elliott RJ, Dufour F, Malcolm WP SIAM Journal on Control and Optimization, 44(3), 1081, 2005 |
| 7 |
Robust M-ary detection filters and smoothers for continuous-time jump Markov systems Elliott RJ, Malcolm WP IEEE Transactions on Automatic Control, 49(7), 1046, 2004 |