SMOOTHING OF NOISY RANDOM-TELEGRAPH-TYPE SIGNALS.
Date
Authors
Clements, David J.
Anderson, Brian D.O.
Journal Title
Journal ISSN
Volume Title
Publisher
Access Statement
Abstract
For a class of Markov processes in additive gaussian white noise, both the equations for the optimal fixed-point smoother and those for a sub-optimal fixed-lag smoother are presented. Simulation results for the random telegraph wave are discussed.
Description
Keywords
Citation
Collections
Source
Type
Book Title
Entity type
Publication