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- W2034135957 abstract "The fixed-lag smoothing of random telegraph type signals is studied. The smoothers are derived by first obtaining fixed-point smoothing equations and then using a time discretization. Simulation results are described that verify the qualitative carry-over of known results for the linear-Gaussian problem: the greater the lag, the greater the improvement; beyond a certain lag, no further improvement is obtained by the increase of lag; and the higher the signal-to-noise ratio (SNR), the greater is the improvement over filtering obtained through the use of smoothing. Smoothing errors of one-half the corresponding filtering error are demonstrated." @default.
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- W2034135957 date "1975-07-01" @default.
- W2034135957 modified "2023-09-25" @default.
- W2034135957 title "A nonlinear fixed-lag smoother for finite-state Markov processes" @default.
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