Optimal filters for a hidden Markov random field model (Q1585806)

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Optimal filters for a hidden Markov random field model
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    Optimal filters for a hidden Markov random field model (English)
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    14 November 2000
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    Markov random fields models are a convenient technical tool for modeling and studying numerous phenomena that occur in real life, in particular where one is interested in processes exhibiting some type of spatio-temporal variability. This paper presents optimal filters for the states of a partially observed temporal Markov random field. The parameter estimation problem is also discussed.
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    hidden Markov models
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    spatio-temporal models
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    optimal filtering
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    measure change techniques
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