Tutorial on Structured Continuous-Time Markov Processes

Abstract

A continuous-time Markov process (CTMP) is a collection of variables indexed by a continuous quantity, time. It obeys the Markov property that the distribution over a future variable is independent of past variables given the state at the present time. We introduce continuous-time Markov process representations and algorithms for filtering, smoothing… (More)
DOI: 10.1613/jair.4415

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