Expectation maximization algorithms for MAP estimation of jump Markov linear systems

DOI10.1109/78.774753zbMath0989.93086OpenAlexW2159554537MaRDI QIDQ2723863

Vikram Krishnamurthy, Andrew Logothetis

Publication date: 8 July 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.774753

zbMATH Keywords

state estimationmaximum a posterioriKalman smootherexpectation maximization algorithmshidden Markov model estimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14) Markov and semi-Markov decision processes (90C40)

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