Kalman filtering of a space-time Markov random field (Q1411000)
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scientific article; zbMATH DE number 1993313
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman filtering of a space-time Markov random field |
scientific article; zbMATH DE number 1993313 |
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Kalman filtering of a space-time Markov random field (English)
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15 October 2003
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The author gives results concerning estimation of Markov random fields described by linear time-dependent state-space equations and observed with additive noise. Recursive equations, finite-dimensional sufficient statistics and recursive filters are developed and their use for estimation (via the expectation maximization algorithm) is discussed.
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hidden space-time Markov models
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Kalman filtering
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expectation maximization algorithm
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finite-dimensional recursive filters
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0.91449213
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0.9130026
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0.9116949
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0.90719616
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0.9067824
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