Exact adaptive filters for Markov chains observed in Gaussian noise
- 30 September 1994
- journal article
- Published by Elsevier in Automatica
- Vol. 30 (9) , 1399-1408
- https://doi.org/10.1016/0005-1098(94)90004-3
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- New finite-dimensional filters and smoothers for noisily observed Markov chainsIEEE Transactions on Information Theory, 1993
- Recursive estimation from discrete-time point processesIEEE Transactions on Information Theory, 1976
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov ChainsThe Annals of Mathematical Statistics, 1970