Optimal simultaneous detection and estimation of filtered discrete semi-Markov chains

DOI10.1109/18.6036zbMath0659.93063OpenAlexW2062516164MaRDI QIDQ3809699

Jerry M. Mendel, John Goutsias

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1109/18.6036

zbMATH Keywords

discrete-time signalsconstraint optimizationsimultaneous detection and estimationfiltered discrete semi-Markov chainsinteger most likely search detector

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stochastic programming (90C15) 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) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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