Two-Time-Scale Approximation for Wonham Filters

DOI10.1109/TIT.2007.894676MaRDI QIDQ3548836zbMATH OpenFDO

Authors John Moore, Q. Zhang, G. Yin

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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