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The problem of filtering of finite–alphabet stationary ergodic time series is considered. A method for constructing a confidence set for the (unknown) signal is proposed.
Single visual evoked potentials (VEP) are very weak and noisy signals. For this reason, powerful extraction tools are needed to improve their clinical use. In this paper, we present two methods for fi...
The problem of filtering of finite--alphabet stationary ergodic time series is considered. A method for constructing a confidence set for the (unknown) signal is proposed, such that the resulting set ...
We analyse the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence properties w.r.t. the...
Let X be a continuous-time Markov chain in a finite set I, let h be a mapping of I onto another set, and let Y be defined by Yt = h(Xt), (t ≥ 0). We address the filtering problem for X in terms of th...
We construct a stationary Markov process with trivial tail -field and a nondegenerate observation process such that the corresponding nonlinear filtering process is not uniquely ergodic. This settles...

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