Topic 67: Brief Introduction to Markov Processes (PETARS, Chapter 8)
From James Hopgood on November 16th, 2020
This video gives a very brief introduction to the powerful Markov
model for random processes. It considers in detail the first-order
Markov process, deriving the joint-probability density function for a
Gaussian-excited process. This powerful model allows certain problems to
be analysed in a comprehensive manner. The video mentions higher-order
Markov processes, as well as Markov Chains.
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