• DocumentCode
    916196
  • Title

    Recursive Bayesian estimation with uncertain observation (Corresp.)

  • Author

    Jaffer, A. ; Gupta, Swastik

  • Volume
    17
  • Issue
    5
  • fYear
    1971
  • fDate
    9/1/1971 12:00:00 AM
  • Firstpage
    614
  • Lastpage
    616
  • Abstract
    Two different problems of estimating a discrete stochastic process, in the face of Markov dependent uncertainty regarding the presence of the process at each stage of the observation sequence, are considered. Recursive Bayes optimal estimator algorithms are derived for the two cases considered, and the differences between them brought out explicitly.
  • Keywords
    Bayes procedures; Estimation; Stochastic processes; Autocorrelation; Bayesian methods; Equations; Filters; Fourier transforms; Least squares methods; Polynomials; Recursive estimation; Stochastic processes; Uncertainty;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1971.1054684
  • Filename
    1054684