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- W2950395280 abstract "The problem of discrete universal filtering, in which the components of a discrete signal emitted by an unknown source and corrupted by a known DMC are to be causally estimated, is considered. A family of filters are derived, and are shown to be universally asymptotically optimal in the sense of achieving the optimum filtering performance when the clean signal is stationary, ergodic, and satisfies an additional mild positivity condition. Our schemes are comprised of approximating the noisy signal using a hidden Markov process (HMP) via maximum-likelihood (ML) estimation, followed by the use of the forward recursions for HMP state estimation. It is shown that as the data length increases, and as the number of states in the HMP approximation increases, our family of filters attain the performance of the optimal distribution-dependent filter." @default.
- W2950395280 created "2019-06-27" @default.
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- W2950395280 date "2006-05-17" @default.
- W2950395280 modified "2023-09-27" @default.
- W2950395280 title "Universal Filtering via Hidden Markov Modeling" @default.
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