Name
Abstract | ||
|---|---|---|
Let x = {xn} nisinIN be a hidden process, y = {yn}nisinIN an observed process, and r = {rn}nisinIN some additional process. We assume that t = (x, r, y) is a (so-called "Triplet") vector Markov chain (TMC We first show that the linear TMC model encompasses and generalizes, among other models, the classical state-space systems with colored process and/or measurement noise(s). We next propose restoration Kalman-like filters for arbitrary linear Gaussian (LG) TMC |
Year | DOI | Venue |
|---|---|---|
2006 | 10.1109/TSP.2006.877651 | IEEE Transactions on Signal Processing |
Keywords | Field | DocType |
restoration kalman-like filter,classical state-space system,vector markov chain,measurement noise,additional process,kalman filtering,linear tmc model encompasses,hidden process,triplet markov chains,arbitrary linear gaussian,observed process,indexing terms,markov chain,kalman filter,markov processes,hidden markov chain,state space,kalman filters,gaussian processes | Discrete mathematics,Mathematical optimization,Markov process,Linear filter,Markov model,Markov chain,Speech recognition,Kalman filter,Gaussian,Gaussian process,Hidden Markov model,Mathematics | Journal |
Volume | Issue | ISSN |
54 | 8 | 1053-587X |
Citations | PageRank | References |
11 | 0.86 | 4 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| B. Ait-El-Fquih | 1 | 11 | 0.86 |
| Desbouvries, F. | 2 | 30 | 4.19 |