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Problemy Peredachi Informatsii, 2000, Volume 36, Issue 3, Pages 22–28
(Mi ppi481)
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This article is cited in 5 scientific papers (total in 5 papers)
Information Theory
On Filtering for a Hidden Markov Chain under Square Performance Criterion
G. K. Golubev
Abstract:
An asymptotic formula for the mean-square error of the optimal filter in the problem of filtering for a hidden Markov chain with rare transitions is obtained.
Received: 06.09.1999 Revised: 10.01.2000
Citation:
G. K. Golubev, “On Filtering for a Hidden Markov Chain under Square Performance Criterion”, Probl. Peredachi Inf., 36:3 (2000), 22–28; Problems Inform. Transmission, 36:3 (2000), 213–219
Linking options:
https://www.mathnet.ru/eng/ppi481 https://www.mathnet.ru/eng/ppi/v36/i3/p22
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Abstract page: | 337 | Full-text PDF : | 141 | References: | 44 |
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