Kalman filtering of a space-time Markov random field

DOI10.1016/S0895-7177(02)00269-8zbMath1031.60042MaRDI QIDQ1411000

Lakhdar Aggoun

Publication date: 15 October 2003

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

Kalman filteringexpectation maximization algorithmfinite-dimensional recursive filtershidden space-time Markov models

Mathematics Subject Classification ID

Random fields (60G60) Stochastic systems and control (93E99) Signal detection and filtering (aspects of stochastic processes) (60G35)

Uses Software

• spatial

Cites Work

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• On the convergence properties of the EM algorithm
• Almost sure parameter estimation and convergence rates for hidden Markov models
• Statistical Inference for Spatial Processes
• M.A.P.Estimation for hidden discrete Markov random fields
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• On the stability of the geostatistical method