Filtering of discrete-time systems hidden in discrete-time random measures

被引：1

作者：

Aggoun, L ^{[1
]}

Benkherouf, L ^{[1
]}

机构：

[1] Sultan Qaboos Univ, Dept Math & Stat, Al Khoud 123, Oman

来源：

MATHEMATICAL AND COMPUTER MODELLING | 2002年 / 35卷 / 3-4期

关键词：

hidden Markov models; random measures; measure change techniques;

D O I：

10.1016/S0895-7177(01)00164-9

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper is concerned with the filtering problem of a discrete-time signal hidden in discrete-time random measures. Using measure change techniques as discussed in [1], recursive estimates of the signal are obtained. Also, a finite-state signal is discussed and filters of functionals of the signals are derived. (C) 2002 Elsevier Science Ltd. All rights reserved.

引用

页码：273 / 282

页数：10

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