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Recursive Bayesian estimation with uncertain observation (Corresp.)

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2 Author(s)

Two different problems of estimating a discrete stochastic process, in the face of Markov dependent uncertainty regarding the presence of the process at each stage of the observation sequence, are considered. Recursive Bayes optimal estimator algorithms are derived for the two cases considered, and the differences between them brought out explicitly.

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IEEE Transactions on Information Theory  (Volume:17 ,  Issue: 5 )