Title of article
A filter for a hidden Markov chain observed in fractional Gaussian noise
Author/Authors
Elliott، نويسنده , , Robert J. and Deng، نويسنده , , Jia، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 2011
Pages
8
From page
93
To page
100
Abstract
Estimates of parameters and hidden states in a hidden Markov model, where the noise in the observations is fractional Gaussian noise, are obtained.
Keywords
filtering , Viterbi algorithm , Fractional white noise
Journal title
Systems and Control Letters
Serial Year
2011
Journal title
Systems and Control Letters
Record number
1675654
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