Expectation maximization algorithms for MAP estimation of jump Markov linear systems (Q2723863)

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Expectation maximization algorithms for MAP estimation of jump Markov linear systems
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    Expectation maximization algorithms for MAP estimation of jump Markov linear systems (English)
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    8 July 2001
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    expectation maximization algorithms
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    state estimation
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    maximum a posteriori
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    hidden Markov model estimator
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    Kalman smoother
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