Kalman filtering of a space-time Markov random field
type: Item
instance of: scholarly article
title: Kalman filtering of a space-time Markov random field
zbMATH Open document ID: 1031.60042
DOI: 10.1016/S0895-7177(02)00269-8
author: Lakhdar Aggoun
published in: Mathematical and Computer Modelling
publication date: 2003-10-15T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 93E99
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 1993313
zbMATH Keywords: hidden space-time Markov models
zbMATH Keywords: Kalman filtering
zbMATH Keywords: expectation maximization algorithm
zbMATH Keywords: finite-dimensional recursive filters
reviewed by: Georgi N. Boshnakov
describes a project that uses: spatial
MaRDI profile type: Publication
cites work: Q3750011
cites work: Statistical Inference for Spatial Processes
cites work: On the stability of the geostatistical method
cites work: M.A.P.Estimation for hidden discrete Markov random fields
cites work: Almost sure parameter estimation and convergence rates for hidden Markov models
cites work: Statistical Inference for Probabilistic Functions of Finite State Markov Chains
cites work: Q4139463
cites work: On the convergence properties of the EM algorithm
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description: scientific article; zbMATH DE number 1993313