Expectation maximization algorithms for MAP estimation of jump Markov linear systems
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Publication:2723863
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
state estimationmaximum a posterioriKalman smootherexpectation maximization algorithmshidden Markov model estimator
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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