Title of article
Filtering of discrete-time systems hidden in discrete-time random measures
Author/Authors
Aggoun، نويسنده , , L. and Benkherouf، نويسنده , , L.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
10
From page
273
To page
282
Abstract
This paper is concerned with the filtering problem of a discrete-time signal hidden in discrete-time random measures. Using measure change techniques as discussed in [1], recursive estimates of the signal are obtained. Also, a finite-state signal is discussed and filters of functionals of the signals are derived.
Keywords
Measure change techniques , Hidden Markov Models , random measures
Journal title
Mathematical and Computer Modelling
Serial Year
2002
Journal title
Mathematical and Computer Modelling
Record number
1592336
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