Abstract
A formulation and solution of the recurrent filtering problem are proposed for correlated nonstationary optical radiation intensity fluctuations with single-electron discrete-time registration. The Bayes theory is used to find a quasi-optimal algorithm for filtering of a Markov sequence with a gamma distribution in the class of Y2-minimax rules based on non-Gaussian approximations for a posteriori distributions.
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St. Petersburg State Telecommunications University. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 37, No. 12, pp. 1587–1602, December, 1994.
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Volkov, V.Y., Kostyaev, V.V. Filtering of stochastic optical radiation intensity. Radiophys Quantum Electron 37, 1029–1038 (1994). https://doi.org/10.1007/BF01056158
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DOI: https://doi.org/10.1007/BF01056158