Remarks on filtering error due to quantisation of a 2-state hidden Markov model
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Shue, Louis
Dey, Subhrakanti
Anderson, Brian D.O.
De Bruyne, Franky
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This paper considers the problem of quantisation from the perspective of minimising filtering error when quantised instead of continuous measurements are used as inputs to the nonlinear filter, specialising to a discrete-time 2-state hidden Markov model (HMM) with continuous output.
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Proceedings of the IEEE Conference on Decision and Control
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