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
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
Journal title :
Systems and Control Letters
