On filtering of Markov chains in strong noise

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dc.creatorChigansky, P.
dc.date2005-08-24
dc.date2006-05-21
dc.date.accessioned2026-07-07T08:07:11Z
dc.date.available2026-07-07T08:07:11Z
dc.descriptionThe filtering problem for finite state Markov chains is revisited, when the intensity of the observation noise increases. We give a description of conditional measure concentration around the invariant distribution of the signal and derive asymptotic expressions for the performance indices of the MMSE and MAP filtering estimates.
dc.descriptioncorrection of typos. to appear in IEEE Trans. Inf. Theory
dc.identifierhttps://arxiv.org/abs/math/0508446
dc.identifierhttp://arxiv.org/abs/math/0508446
dc.identifierIEEE Transactions on Information Theory, Vol. 52, No. 9, (2006), pp. 4267-4272
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130859
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject93E11; 62M05; 62M02
dc.titleOn filtering of Markov chains in strong noise
dc.typetext

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