DTIC ADA125430: Estimation of Noisy Telegraph Processes pdf

DTIC ADA125430: Estimation of Noisy Telegraph Processes

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Description of the Book:

In the estimation problem of a two-state stationary Markov process with Gaussian white noise added, the optimal smoother is a two-filter smoother. In a special case, we compare analytically the optimal nonlinear filter and smoother and find that the latter is significantly better than the former when either the noise intensity or the rate of jump of the states is low. (Author

• Creator/s: Defense Technical Information Center
• Date: 2/1/1983
• Year: 1983
• Book Topics/Themes: DTIC Archive, Yao, Yi-Ching, MASSACHUSETTS INST OF TECH CAMBRIDGE STATISTICS CENTER, *WHITE NOISE, *GAUSSIAN NOISE, *ACOUSTIC FILTERS, *MARKOV PROCESSES, SIGNAL PROCESSING, OPTIMIZATION, COMPARISON, INTENSITY, RATES, NONLINEAR SYSTEMS, TELEGRAPH SIGNALS

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