{
  "id": "math/0508446",
  "version": "v3",
  "published": "2005-08-24T14:54:44.000Z",
  "updated": "2006-05-21T09:36:17.000Z",
  "title": "On filtering of Markov chains in strong noise",
  "authors": [
    "P. Chigansky"
  ],
  "comment": "correction of typos. to appear in IEEE Trans. Inf. Theory",
  "journal": "IEEE Transactions on Information Theory, Vol. 52, No. 9, (2006), pp. 4267-4272",
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "The filtering problem for finite state Markov chains is revisited, when the intensity of the observation noise increases. We give a description of conditional measure concentration around the invariant distribution of the signal and derive asymptotic expressions for the performance indices of the MMSE and MAP filtering estimates.",
  "revisions": [
    {
      "version": "v3",
      "updated": "2006-05-21T09:36:17.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "93E11",
      "62M05",
      "62M02"
    ],
    "keywords": [
      "strong noise",
      "finite state markov chains",
      "observation noise increases",
      "conditional measure concentration",
      "map filtering estimates"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2005math......8446C"
    }
  }
}