Non-Parametric Signal Interpolation
This paper considers the problem of interpolation (smoothing) of a partially observable Markov random sequence. For the dynamic observation models, an equation for the interpolation of the posterior probability density is derived. The main goal of this paper is to consider the smoothing problem for...
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| Format: | Article |
| Language: | English |
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Austrian Statistical Society
2016-04-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/283 |