Evolutionary identification of Markov models

Kai Ming Tse*, Kah Phooi Seng, Chi Hsu Wang

*Corresponding author for this work

Research output: Chapter in Book or Report/Conference proceedingChapterpeer-review

Abstract

A multiresolution dynamic genetic algorithm searching technique is introduced to enhance the on-line model identification for finite-discrete state, discrete-time Markov models with continuous-range observations under white Gaussian noise. Markov chains with 3 states and 4 states are implemented.

Original languageEnglish
Title of host publicationRecent Advances in Computers, Computing and Communications
PublisherWorld Scientific and Engineering Academy and Society
Pages312-315
Number of pages4
ISBN (Print)9608052629
Publication statusPublished - 2002
Externally publishedYes

Keywords

  • Evolutionary Algorithms
  • Markov Chains
  • Morkov Models
  • State variables
  • Transition Probabilities Matrix

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