𝔖 Bobbio Scriptorium
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Discreteness in time

✍ Scribed by Peschel, Ulf ;Bersch, Christoph ;Onishchukov, Georgy


Book ID
111488997
Publisher
Walter de Gruyter GmbH
Year
2008
Tongue
English
Weight
599 KB
Volume
6
Category
Article
ISSN
2391-5471

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This paper is concerned with the filtering problem of a discrete-time signal hidden in discrete-time random measures. Using measure change techniques as discussed in [l], recursive estimates of the signal are obtained. Also, a finite-state signal is discussed and filters of functionals of the signal

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