ESTIMATION OF A NOISY DISCRETE-TIME STEP FUNCTION - BAYES AND EMPIRICAL BAYES APPROACHES

[1] BARNARD GA, 1959, J ROY STAT SOC B, V21, P239

[2] ESTIMATING CURRENT MEAN OF NORMAL-DISTRIBUTION WHICH IS SUBJECTED TO CHANGES IN TIME [J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (03): : 999 - &

[3] VITERBI ALGORITHM [J]. PROCEEDINGS OF THE IEEE, 1973, 61 (03) : 268 - 278

[4] FRASER DC, 1967, THESIS MIT CAMBRIDGE

[5] HARRISON PJ, 1976, J R STAT SOC B, V38, P205

[6] Mayne D.Q., 1966, AUTOMATICA, V4, P73, DOI [10.1016/0005-1098(66)90019-7, DOI 10.1016/0005-1098(66)90019-7]

[7] ERROR FORMULAS FOR OPTIMAL LINEAR FILTERING, PREDICTION AND INTERPOLATION OF STATIONARY TIME SERIES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 1935 - 1943

[8] YAO YC, 1982, ONR25 MIT STAT CTR T

[9] YAO YC, 1981, ONR21 MIT STAT CTR T

[1] BARNARD GA, 1959, J ROY STAT SOC B, V21, P239

[2] ESTIMATING CURRENT MEAN OF NORMAL-DISTRIBUTION WHICH IS SUBJECTED TO CHANGES IN TIME [J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (03): : 999 - &

[3] VITERBI ALGORITHM [J]. PROCEEDINGS OF THE IEEE, 1973, 61 (03) : 268 - 278

[4] FRASER DC, 1967, THESIS MIT CAMBRIDGE

[5] HARRISON PJ, 1976, J R STAT SOC B, V38, P205

[6] Mayne D.Q., 1966, AUTOMATICA, V4, P73, DOI [10.1016/0005-1098(66)90019-7, DOI 10.1016/0005-1098(66)90019-7]

[7] ERROR FORMULAS FOR OPTIMAL LINEAR FILTERING, PREDICTION AND INTERPOLATION OF STATIONARY TIME SERIES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 1935 - 1943

[8] YAO YC, 1982, ONR25 MIT STAT CTR T

[9] YAO YC, 1981, ONR21 MIT STAT CTR T