Estimating a mean from delayed observations
β Scribed by Norman Starr; Robert Wardrop; Michael Woodroofe
- Publisher
- Springer
- Year
- 1976
- Tongue
- English
- Weight
- 480 KB
- Volume
- 35
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
Indirect observations often lead to ill-posed inverse problems, where the use of prior information plays a crucial role. When correctly used, informative priors should be based on our belief of what the typical situation looks like, while the aim of the measurement procedure is often to find deviati
In this paper, one-stage prediction, filtering, and fixed-point smoothing problems are addressed for nonlinear discrete-time stochastic systems with randomly delayed measurements perturbed by additive white noise. The observation delay is modelled by a sequence of independent Bernoulli random variab