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Filtering of discrete-time systems hidden in discrete-time random measures

โœ Scribed by L. Aggoun; L. Benkherouf

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
533 KB
Volume
35
Category
Article
ISSN
0895-7177

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โœฆ Synopsis

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 signals are derived.

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