Observation sampling and quantisation for continuous-time estimators
نویسندگان
چکیده
منابع مشابه
Observation sampling and quantisation for continuous-time estimators
A Bayesian estimation problem is considered, in which the observation is a vector-valued, continuous-time stochastic process of the ‘signal-plus-white-noise’ variety and approximations based on sampling and quantisation of this process are developed. The problem includes continuous-time nonlinear lters, interpolators and extrapolators as special cases. The e ect of quantisation is characterised...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2000
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(99)00117-9