This article is cited in 5 papers

Information Theory

On Filtering for a Hidden Markov Chain under Square Performance Criterion

G. K. Golubev


Abstract: An asymptotic formula for the mean-square error of the optimal filter in the problem of filtering for a hidden Markov chain with rare transitions is obtained.

UDC: 21.391.1

Received: 06.09.1999
Revised: 10.01.2000

 English version: Problems of Information Transmission, 2000, 36:3, 213–219

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