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Sequential estimation of a location parameter from delayed observations

✍ Scribed by Alicja Jokiel-Rokita; Agnieszka Stępień


Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
165 KB
Volume
50
Category
Article
ISSN
0932-5026

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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