Kalman filtering in pairwise Markov trees
نویسندگان
چکیده
An important problem in multiresolution analysis of signals or images consists in estimating hidden random variables x 1⁄4 fxsgs2S from observed ones y 1⁄4 fysgs2S. This is done classically in the context of hidden Markov trees (HMT). HMT have been extended recently to the more general context of pairwise Markov trees (PMT). In this note, we propose an adaptive filtering algorithm which is an extension to PMT of the Kalman filter (KF). r 2005 Elsevier B.V. All rights reserved.
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ورودعنوان ژورنال:
- Signal Processing
دوره 86 شماره
صفحات -
تاریخ انتشار 2006