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eess.SY2019★ 19 cited
Model Design and Representations of CM Sequences
Reza Rezaie, X. Rong Li
Conditionally Markov (CM) sequences are powerful mathematical tools for modeling problems. One class of CM sequences is the reciprocal sequence. In application, we need not only CM…
eess.SY2019
Equivalent CM Models
Reza Rezaie, X. Rong Li
The conditionally Markov (CM) sequence contains different classes, including Markov, reciprocal, and so-called and (two CM classes defined in our previous work). Mark…
math.PR2019
Singularity in CM Sequences
Reza Rezaie, X. Rong Li
Most existing results about modeling and characterizing Gaussian Markov, reciprocal, and conditionally Markov (CM) processes assume nonsingularity of the processes. This assumption…