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Diskr. Mat., 1998 Volume 10, Issue 4, Pages 88–103 (Mi dm443)

Discrete optimal filtering

B. V. Gladkov, A. N. Datsenko-Chigorin


Abstract: We consider a problem of discrete optimal filtering: using the symbols of an observed binary sequence $\{\eta_{t}\}$, to construct a binary sequence $\{w_{t}^*\}$ which is in a sense the best estimate of a non-observable deterministic (non-random) binary sequence $\{\vartheta_{t}\}$ related to the sequence $\{\eta_{t}\}$ by the equalities
$$ \eta _{t}= \xi_{t}\oplus \vartheta _{t}, \qquad t=1,2,\ldots,N, $$
where $\{\xi_{t}\}$ is a random stationary binary sequence and $\oplus$ means the addition modulo 2.
We demonstrate an applications of the discrete optimal filtering in the cases where the sequence $\{\vartheta_{t}\}$ is an encoded black-and-white facsimile or television image transmitted through some channel with noise.

UDC: 519.24

Received: 20.06.1998

DOI: 10.4213/dm443


 English version:
Discrete Mathematics and Applications, 1998, 8:5, 517–532

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