A filter for a hidden Markov chain observed in fractional Gaussian noise
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Publication:627717
DOI10.1016/j.sysconle.2010.10.013zbMath1209.93150OpenAlexW2118284962MaRDI QIDQ627717
Publication date: 3 March 2011
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2010.10.013
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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