Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter (Q1763110)
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scientific article; zbMATH DE number 2135440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter |
scientific article; zbMATH DE number 2135440 |
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Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter (English)
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21 February 2005
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discrete time observation
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filtering
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hidden Markov models
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multiplicative noise
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stability of the filtering algorithm
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