Estimation of noisy telegraph processes: Nonlinear filtering versus nonlinear smoothing (Corresp.)

DOI10.1109/TIT.1985.1057032MaRDI QIDQ3683285zbMATH OpenOpenAlexFDO

Authors Yi-Ching Yao

Publication date 1985

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

Full work available at URL https://doi.org/10.1109/tit.1985.1057032

zbMATH Keywords

asymptotic resultstwo-state stationary Markov process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cited in

(9)

• Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
• Statistics of a filtered telegraph signal
• Exact and approximate hidden Markov chain filters based on discrete observations
• Optimal smoother for discrete time point processes with finite-state Markov rate (Corresp.)
• Backward representation of Markov jump processes and related problems. II. Optimal nonlinear estimation
• Parametric estimation for planar random flights
• Estimating the state of a noisy continuous time Markov chain when dynamic sampling is feasible
• Parametric estimation for the standard and geometric telegraph process observed at discrete times
• Estimation of regime-switching diffusions via Fourier transforms

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