Recursive Kalman-type optimal estimation and detection of hidden Markov chains

DOI10.1016/0165-1684(96)00030-8zbMath0925.94058MaRDI QIDQ671281

Enzo Baccarelli, Roberto Cusani

Publication date: 27 February 1997

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(96)00030-8

zbMATH Keywords

hidden Markov models; multivariate point process; innovations approach; recursive nonlinear finite-dimensional detectors

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

94A13: Detection theory in information and communication theory

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)