An important problem in multiresolutionanalysis of signals or images consists in estimating hidden random variables x = {x(s)}(s is an element of S) from observed ones y = {y(s)}(s is an element of S). This is done c...
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An important problem in multiresolutionanalysis of signals or images consists in estimating hidden random variables x = {x(s)}(s is an element of S) from observed ones y = {y(s)}(s is an element of S). 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). (C) 2005 Elsevier B.V. All rights reserved.
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