Two-Time-Scale Approximation for Wonham Filters

DOI10.1109/TIT.2007.894676zbMATH Open1316.62139MaRDI QIDQ3548836

John Moore, Qing Zhang, G. Yin

Publication date: 21 December 2008

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

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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