Abstract
A discrete-time model for filtering with small observation noise is considered. A piecewise linear observation function is considered with two intervals of monotonicity. A sequential quadratic variation test is found to detect intervals of linearity of the observation function. Diffusion approximations to certain discrete processes are made to estimate the mean times for reaching a decision and the error probabilities.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
