A filter for a hidden Markov chain observed in fractional Gaussian noise

作者：Elliott Robert J^*; Deng Jia

来源：Systems & Control Letters, 2011, 60(2): 93-100.

DOI：10.1016/j.sysconle.2010.10.013

• Filtering
• Fractional white noise
• Viterbi algorithm

Estimates of parameters and hidden states in a hidden Markov model, where the noise in the observations is fractional Gaussian noise, are obtained.

• 出版日期2011-2