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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/70739
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dc.contributor.authorElliott, R.-
dc.contributor.authorDeng, J.-
dc.date.issued2011-
dc.identifier.citationSystems and Control Letters, 2011; 60(2):93-100-
dc.identifier.issn0167-6911-
dc.identifier.issn1872-7956-
dc.identifier.urihttp://hdl.handle.net/2440/70739-
dc.description.abstractEstimates of parameters and hidden states in a hidden Markov model, where the noise in the observations is fractional Gaussian noise, are obtained.-
dc.description.statementofresponsibilityRobert J. Elliott, Jia Deng-
dc.language.isoen-
dc.publisherElsevier Science BV-
dc.rightsCopyright © 2010 Elsevier B.V. All rights reserved.-
dc.source.urihttp://dx.doi.org/10.1016/j.sysconle.2010.10.013-
dc.subjectFiltering-
dc.subjectFractional white noise-
dc.subjectViterbi algorithm-
dc.titleA filter for a hidden Markov chain observed in fractional Gaussian noise-
dc.typeJournal article-
dc.identifier.doi10.1016/j.sysconle.2010.10.013-
pubs.publication-statusPublished-
Appears in Collections:Aurora harvest 5
Mathematical Sciences publications

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