Filtering of stochastic optical radiation intensity

Details Filtering of stochastic optical radiation intensity Filtering of stochastic optical radiation intensity

Dec 1994

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1994r%26qe...37.1029v&link_type=abstract

Radiophysics and Quantum Electronics, Volume 37, Issue 12, pp.1029-1038

Physics

Scientific paper

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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