Adelaide Research & Scholarship
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https://hdl.handle.net/2440/70739
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| Type: | Journal article |
| Title: | A filter for a hidden Markov chain observed in fractional Gaussian noise |
| Author: | Elliott, R. Deng, J. |
| Citation: | Systems and Control Letters, 2011; 60(2):93-100 |
| Publisher: | Elsevier Science BV |
| Issue Date: | 2011 |
| ISSN: | 0167-6911 1872-7956 |
| Statement of Responsibility: | Robert J. Elliott, Jia Deng |
| Abstract: | Estimates of parameters and hidden states in a hidden Markov model, where the noise in the observations is fractional Gaussian noise, are obtained. |
| Keywords: | Filtering Fractional white noise Viterbi algorithm |
| Rights: | Copyright © 2010 Elsevier B.V. All rights reserved. |
| DOI: | 10.1016/j.sysconle.2010.10.013 |
| Published version: | http://dx.doi.org/10.1016/j.sysconle.2010.10.013 |
| Appears in Collections: | Aurora harvest 5 Mathematical Sciences publications |
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