Hidden Markov Processes and Adaptive Filtering
This book is devoted to the problem of adaptive filtering for partially observed systems depending on unknown parameters. Adaptive filters are proposed for a wide variety of models: Gaussian and conditionally Gaussian linear models of diffusion processes; some nonlinear models; telegraph signals in...
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| Format: | Elektronski eKnjiga |
| Jezik: | angleščina |
| Izdano: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2025.
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| Izdaja: | 1st ed. 2025. |
| Serija: | Springer Series in Statistics,
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| Teme: | |
| Online dostop: | https://doi.org/10.1007/978-3-032-00052-1 |
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Kazalo:
- 1 Auxiliary Result
- 2 Small Noise in Both Equations
- 3 Small Noise in Observations
- 4 Hidden Ergodic O-U process
- 5 Hidden Telegraph Process
- 6 Hidden AR Process
- 7 Source Localization.