Kuravskiy, Artemenkov and etc. [Markov models in the diagnostics and prediction problems: Textbook]

Abstract:
Under consideration in this textbook are techniques of Markov model practical applications. The peculiarity of the presented material is that the model class in question is usually used for the purposes of solving the inverse problems, when the parameters of mathematical models are identified according to the observations results. Foundations of the Markov process theory are presented only to the extent that is necessary for describing and solving the mathematical problems posed. The textbook is destined for researchers, post graduate students and undergraduates who study and use the methods of mathematical and computer modeling.