Kalman filtering in pairwise Markov trees

DOI10.1016/J.SIGPRO.2005.07.026MaRDI QIDQ1027305zbMATH OpenOpenAlexFDO

Authors François Desbouvries, Jean-Baptiste Lecomte, Wojciech Pieczynski

Publication date 1 July 2009

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2005.07.026

zbMATH Keywords

hidden Markov treesKalman filteringmultiresolution signal and image analysismultiscale algorithmspairwise Markov trees

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(4)

• A Kalman filtering technique for certain Markov chains
• Pairwise Markov trees
• Exact Bayesian prediction in a class of Markov-switching models
• Numerically stable Kalman filter implementations for estimating linear pairwise Markov models in the presence of Gaussian noise

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