Reduced Complexity HMM Filtering With Stochastic Dominance Bounds: A Convex Optimization Approach

DOI10.1109/TSP.2014.2362886zbMath1394.94286arXiv1407.0738MaRDI QIDQ4579616

Cristian R. Rojas, Vikram Krishnamurthy

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.0738

Mathematics Subject Classification ID

Convex programming (90C25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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