Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter (Q1763110)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter |
scientific article |
Statements
Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter (English)
0 references
21 February 2005
0 references
discrete time observation
0 references
filtering
0 references
hidden Markov models
0 references
multiplicative noise
0 references
stability of the filtering algorithm
0 references
0 references
0 references
