A filter for a hidden Markov chain observed in fractional Gaussian noise

  • Elliott R
  • Deng J
  • 2


    Mendeley users who have this article in their library.
  • 3


    Citations of this article.


Estimates of parameters and hidden states in a hidden Markov model, where the noise in the observations is fractional Gaussian noise, are obtained. © 2010 Elsevier B.V. All rights reserved.

Author-supplied keywords

  • Filtering
  • Fractional white noise
  • Viterbi algorithm

Get free article suggestions today

Mendeley saves you time finding and organizing research

Sign up here
Already have an account ?Sign in

Find this document


Cite this document

Choose a citation style from the tabs below

Save time finding and organizing research with Mendeley

Sign up for free