Bayesian Decision Making and Learning for Continuous-Time Markov Systems.
Abstract
The document is concerned with Bayesian decision making and learning algorithms for a particular problem in parametric pattern recognition in which each of a finite set of pattern classes is characterized by a continuous-time, discrete-state Markov process. The basic problem considered is that of determining rules for making decisions about the identity of the active pattern class based upon observation of a sample function in some finite interval. The stationary transition probability matrices for the processes in question are the parameters of the pattern classes. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 16, 1970
- Accession Number
- AD0720810
Entities
People
- Erdal Panayirci
- Richard C. Dubes
Organizations
- Michigan State University