Estimation of noisy telegraph processes: Nonlinear filtering versus nonlinear smoothing (Corresp.)

DOI10.1109/TIT.1985.1057032zbMath0567.60047OpenAlexW2168925746MaRDI QIDQ3683285

Yi-Ching Yao

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1109/tit.1985.1057032

zbMATH Keywords

asymptotic resultstwo-state stationary Markov process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (5)

Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm ⋮ Exact and approximate hidden Markov chain filters based on discrete observations ⋮ Estimating the state of a noisy continuous time Markov chain when dynamic sampling is feasible ⋮ Parametric estimation for the standard and geometric telegraph process observed at discrete times ⋮ Parametric estimation for planar random flights

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