Recursive Kalman-type optimal estimation and detection of hidden Markov chains

DOI10.1016/0165-1684(96)00030-8zbMath0925.94058OpenAlexW1999862258MaRDI QIDQ671281

Roberto Cusani, Enzo Baccarelli

Publication date: 27 February 1997

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(96)00030-8

zbMATH Keywords

hidden Markov modelsmultivariate point processinnovations approachrecursive nonlinear finite-dimensional detectors

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Detection theory in information and communication theory (94A13) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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