TY - GEN
T1 - Universal filtering of individual sequences corrupted by noise
AU - Baruch, A.
AU - Merhav, N.
PY - 1998
Y1 - 1998
N2 - This paper addresses the problem of estimating the current or the next bit of an arbitrary individual binary sequence in the presence of i.i.d. noise. We extend the work of Feder et al. (1992) to the case of noisy observations. It is proved that a finite-memory (FM) machine can achieve the same performance as the best finite-state machine (FSM). It is also shown that there exists a sequential algorithm that attains the same performance as the optimal FM machine and hence also the best FSM.
AB - This paper addresses the problem of estimating the current or the next bit of an arbitrary individual binary sequence in the presence of i.i.d. noise. We extend the work of Feder et al. (1992) to the case of noisy observations. It is proved that a finite-memory (FM) machine can achieve the same performance as the best finite-state machine (FSM). It is also shown that there exists a sequential algorithm that attains the same performance as the optimal FM machine and hence also the best FSM.
UR - http://www.scopus.com/inward/record.url?scp=84890413090&partnerID=8YFLogxK
U2 - 10.1109/isit.1998.708936
DO - 10.1109/isit.1998.708936
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AN - SCOPUS:84890413090
SN - 0780350006
SN - 9780780350007
T3 - IEEE International Symposium on Information Theory - Proceedings
SP - 331
BT - Proceedings - 1998 IEEE International Symposium on Information Theory, ISIT 1998
T2 - 1998 IEEE International Symposium on Information Theory, ISIT 1998
Y2 - 16 August 1998 through 21 August 1998
ER -