Kalman Filtering in Triplet Markov Chains

DOI10.1109/TSP.2006.877651zbMATH Open1373.93335MaRDI QIDQ4587879FDOQ4587879

Authors: Boujemaa Ait-El-Fquih, François Desbouvries 

Publication date: 30 October 2017

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (3)

• A Kalman filtering technique for certain Markov chains
• Unsupervised segmentation of randomly switching data hidden with non-Gaussian correlated noise
• Kalman type filter under stationary noises

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