A nonlinear fixed-lag smoother for finite-state Markov processes

@article{Clements1975ANF,
  title={A nonlinear fixed-lag smoother for finite-state Markov processes},
  author={David J. Clements and Brian D. O. Anderson},
  journal={IEEE Trans. Information Theory},
  year={1975},
  volume={21},
  pages={446-452}
}
The fixed-lag smoothing of random telegraph type signals that they were internally unstable and, therefore, in practical is studied. The smoothers are derived by first obtaining fixed-point terms, not usable. More recently, the stability problem for smoothing equations and then using a time discretization. Simulation results are described that verify the qualitative carry-over of known the linear-Gaussian processes has been resolved in the results for the linear-Gaussian problem: the greater… CONTINUE READING

References

Publications referenced by this paper.
SHOWING 1-4 OF 4 REFERENCES

" On optimal linear smoothing theory

  • J. S. Meditch
  • J . Inform . Contr .
  • 1949

, " An innovations approach to least - squares estimation - Part 11 : Linear smoothing in additive white nolse

  • Kailath, P. Frost
  • Inform . Sci . IEEE Trans . Automat . Contr…

On the differential equations satisfied by condi - ttonal probability densities of Markov processes , with applications

  • J. B. Moore
  • IEEE T m . Inform . Theory

Similar Papers

Loading similar papers…