A new decision-directed algorithm for nonstationary priors

DOI10.1109/TAC.1984.1103404zbMath0547.93080OpenAlexW2105666699MaRDI QIDQ3340764

Wynn C. Stirling, Martin Morf

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1984.1103404

zbMATH Keywords

estimation of a time-varying rate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)