Abstract
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.
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Elliott, R. J., & Deng, J. (2011). A filter for a hidden Markov chain observed in fractional Gaussian noise. Systems and Control Letters, 60(2), 93–100. https://doi.org/10.1016/j.sysconle.2010.10.013
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