1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2022★ 1 cited
Distribution of a Markov chain in reverse-time with cluster observations in the extremes of a finite time window
Daniel A. Gutierrez-Pachas, Eduardo F. Costa, Alessandro N. Vargas
In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a…
eess.SY2016
On the linear quadratic problem for systems with time reversed Markov jump parameters and the duality with filtering of Markov jump linear systems
Daniel Gutierrez, Eduardo F. Costa
We study a class of systems whose parameters are driven by a Markov chain in reverse time. A recursive characterization for the second moment matrix, a spectral radius test for mea…