Referenced Items are not available for this document.
Using the notion of perturbation realization factor, Cao and Chen (1997) provide sensitivity formulas of discrete-time Markov chains and uniformizable Markov processes. In this paper, the estimators of the realization factors of a uniformizable Markov process are provided by its uniformized Markov chain. It is proved that estimators given by the uniformized Markov chain have smaller variances than those provided by the original Markov process, which are increasing functions of the uniformization parameter and thus have minimal solutions
Published in:
Automatic Control, IEEE Transactions on
(Volume:44
,
Issue:
4
)
Date of Publication: Apr 1999
- Page(s):
- 872 - 875
- ISSN :
- 0018-9286
- INSPEC Accession Number:
- 6222861
- Digital Object Identifier :
- 10.1109/9.754837
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Apr 1999
- Sponsored by :
- IEEE Control Systems Society
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