Improved parameter estimation for first-order Markov process

DOI10.1155/2009/186250MaRDI QIDQ983402zbMATH OpenOpenAlexWikidataFDO

Authors Deepak Batra, Amit Kumar Kohli, Sanjay Kumar Sharma

Publication date 22 July 2010

Published in Research Letters in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/2009/186250

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10)

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Cited in

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• A new linear MMSE estimator based on the diversity property of signal correlation

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