Description

Book Synopsis

1 Auxiliary Result.- 2 Small Noise in Both Equations.- 3 Small Noise in Observations.- 4 Hidden Ergodic O-U process.- 5 Hidden Telegraph Process.- 6 Hidden AR Process.- 7 Source Localization.

Hidden Markov Processes and Adaptive Filtering

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    A Hardback by Yury A. Kutoyants

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      Book details

      Publisher Springer
      Published 9 December 2025
      ISBN-13 9783032000514
      978-3032000514
      Also in:
      Stochastics

      Description

      Book Synopsis

      1 Auxiliary Result.- 2 Small Noise in Both Equations.- 3 Small Noise in Observations.- 4 Hidden Ergodic O-U process.- 5 Hidden Telegraph Process.- 6 Hidden AR Process.- 7 Source Localization.

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