SMOOTHING OF NOISY RANDOM-TELEGRAPH-TYPE SIGNALS.

David J. Clements; Brian D.O. Anderson

SMOOTHING OF NOISY RANDOM-TELEGRAPH-TYPE SIGNALS.

David J. Clements^*, Brian D.O. Anderson

^*Corresponding author for this work

School of Engineering

Research output: Contribution to conference › Paper › peer-review

Abstract

For a class of Markov processes in additive gaussian white noise, both the equations for the optimal fixed-point smoother and those for a sub-optimal fixed-lag smoother are presented. Simulation results for the random telegraph wave are discussed.

Original language	English
Pages	48-51
Number of pages	4
Publication status	Published - 1974
Event	Symp on Nonlinear Estim Theory and Its Appl, 4th, Proc, Pap - San Diego, CA, USA Duration: 10 Sept 1973 → 12 Sept 1973

Conference

Conference	Symp on Nonlinear Estim Theory and Its Appl, 4th, Proc, Pap
City	San Diego, CA, USA
Period	10/09/73 → 12/09/73

Cite this

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title = "SMOOTHING OF NOISY RANDOM-TELEGRAPH-TYPE SIGNALS.",

abstract = "For a class of Markov processes in additive gaussian white noise, both the equations for the optimal fixed-point smoother and those for a sub-optimal fixed-lag smoother are presented. Simulation results for the random telegraph wave are discussed.",

author = "Clements, \{David J.\} and Anderson, \{Brian D.O.\}",

year = "1974",

language = "English",

pages = "48--51",

note = "Symp on Nonlinear Estim Theory and Its Appl, 4th, Proc, Pap ; Conference date: 10-09-1973 Through 12-09-1973",

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TY - CONF

T1 - SMOOTHING OF NOISY RANDOM-TELEGRAPH-TYPE SIGNALS.

AU - Clements, David J.

AU - Anderson, Brian D.O.

PY - 1974

Y1 - 1974

N2 - For a class of Markov processes in additive gaussian white noise, both the equations for the optimal fixed-point smoother and those for a sub-optimal fixed-lag smoother are presented. Simulation results for the random telegraph wave are discussed.

AB - For a class of Markov processes in additive gaussian white noise, both the equations for the optimal fixed-point smoother and those for a sub-optimal fixed-lag smoother are presented. Simulation results for the random telegraph wave are discussed.

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M3 - Paper

AN - SCOPUS:0016352665

SP - 48

EP - 51

T2 - Symp on Nonlinear Estim Theory and Its Appl, 4th, Proc, Pap

Y2 - 10 September 1973 through 12 September 1973

ER -

SMOOTHING OF NOISY RANDOM-TELEGRAPH-TYPE SIGNALS.

Abstract

Conference

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