Title of article :
Asymptotic filtering for finite state Markov chains
Author/Authors :
Khasminskii، نويسنده , , Rafail and Zeitouni، نويسنده , , Ofer، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Pages :
10
From page :
1
To page :
10
Abstract :
Asymptotic formulae for the optimal filtering error for finite state space Markov chains observed in independent noise are presented. Asymptotically optimal simple filters, which do not depend on the transition rates of the chain, are also presented.
Keywords :
Nonlinear filtering , Markov chains , Hypothesis testing
Journal title :
Stochastic Processes and their Applications
Serial Year :
1996
Journal title :
Stochastic Processes and their Applications
Record number :
1575900
Link To Document :
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