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
Link To Document