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Optimal estimation of Markovian binary signals in additive fluctuation noise

โœ Scribed by S. D. Svet


Book ID
112463182
Publisher
Springer US
Year
1972
Tongue
English
Weight
223 KB
Volume
15
Category
Article
ISSN
0033-8443

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We study extremal problems related to nonparametric maximum likelihood estimation (MLE) of a signal in white noise. The aim is to reduce these to standard problems of optimal control which can be solved by iterative procedures. This reduction requires a preliminary data smoothing; stability theorems