Kalman Filtering in Triplet Markov Chains

DOI10.1109/TSP.2006.877651MaRDI QIDQ4587879zbMATH OpenFDO

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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