Modèles de Markov triplet et filtrage de Kalman (Triplet Markov models and Kalman filtering)

DOI10.1016/S1631-073X(03)00152-3zbMath1031.62080OpenAlexW1994311899MaRDI QIDQ1417121

François Desbouvries, Wojciech Pieczynski

Publication date: 18 December 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(03)00152-3

zbMATH Keywords

Kalman filtergeneralized state-space model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Discrete-time Markov processes on general state spaces (60J05) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (3)

SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation ⋮ Hidden semi-Markov models ⋮ Multisensor triplet Markov chains and theory of evidence

Cites Work

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• Pairwise Markov trees
• Triplet Markov chains
• Sequential Monte Carlo Methods in Practice
• Numerical Bayesian Methods Applied to Signal Processing

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