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Volumn , Issue , 2009, Pages

Exact filtering and smoothing in short or long memory stochastic switching systems

Author keywords

[No Author keywords available]

Indexed keywords

EXACT CALCULATIONS; FINITE MARKOV CHAIN; GAUSSIAN STATE; LONG MEMORIES; LONG-MEMORY; MARGINAL DISTRIBUTION; MARKOVIAN; POLYNOMIAL COMPLEXITY; STOCHASTIC CHAINS; STOCHASTIC SWITCHING; TIME INDEX;

EID: 77950927596     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/MLSP.2009.5306220     Document Type: Conference Paper
Times cited : (3)

References (14)
  • 1
    • 0038538420 scopus 로고    scopus 로고
    • Efficient particle filtering for jump Markov systems. Application to time-varying autoregressions
    • C. Andrieu, C. M. Davy, and A. Doucet, "Efficient particle filtering for jump Markov systems. Application to time-varying autoregressions", IEEE Trans. on Signal Processing, vol.51, no.7, pp. 1762-1770, 2003.
    • (2003) IEEE Trans. on Signal Processing , vol.51 , Issue.7 , pp. 1762-1770
    • Andrieu, C.1    Davy, C.M.2    Doucet, A.3
  • 4
    • 4344625908 scopus 로고    scopus 로고
    • Signal and image segmentation using pairwise Markov chains
    • S. Derrode and W. Pieczynski, "Signal and image segmentation using pairwise Markov chains", IEEE Trans. on Signal Processing, vol.52, no.9, pp. 2477-2489, 2004.
    • (2004) IEEE Trans. on Signal Processing , vol.52 , Issue.9 , pp. 2477-2489
    • Derrode, S.1    Pieczynski, W.2
  • 6
    • 0035266886 scopus 로고    scopus 로고
    • Particle filters for state estimation of jump Markov linear systems
    • DOI 10.1109/78.905890, PII S1053587X01014192
    • A. Doucet, N. J. Gordon, and V. Krishnamurthy, "Particle filters for state estimation of Jump Markov Linear Systems", IEEE Trans. on Signal Processing, vol.49, no.3, pp. 613-624, 2001. (Pubitemid 32583163)
    • (2001) IEEE Transactions on Signal Processing , vol.49 , Issue.3 , pp. 613-624
    • Doucet, A.1    Gordon, N.J.2    Krishnamurthy, V.3
  • 8
    • 38949152711 scopus 로고    scopus 로고
    • Unsupervised segmentation of triplet Markov chains hidden with long-memory noise
    • P. Lanchantin, J. Lapuyade-Lahorgue, and W. Pieczynski, "Unsupervised segmentation of triplet Markov chains hidden with long-memory noise", Signal Processing, vol.88, no.5, pp. 1134-1151, 2008.
    • (2008) Signal Processing , vol.88 , Issue.5 , pp. 1134-1151
    • Lanchantin, P.1    Lapuyade-Lahorgue, J.2    Pieczynski, W.3
  • 13
    • 0020197326 scopus 로고
    • ADAPTIVE ESTIMATION and IDENTIFICATION for DISCRETE SYSTEMSWITH MARKOV JUMP PARAMETERS
    • J. K. Tugnait, "Adaptive estimation and identification for discrete systems with Markov jump parameters", IEEE Trans. on Automatic Control, vol.AC-25, pp. 1054-1065, 1982. (Pubitemid 13436588)
    • (1982) IEEE TRANS AUTOM CONTROL , vol.V AC-27 , Issue.N 5 , pp. 1054-1065
    • Tugnait Jitendra, K.1
  • 14
    • 33745618417 scopus 로고    scopus 로고
    • Deterministic approximate inference techniques for conditionally Gaussian state space models
    • DOI 10.1007/s11222-006-8770-8
    • O. Zoeter and T. Heskes, "Deterministic approximate inference techniques for conditionally Gaussian state space models", Statistical Computation, vol.16, pp. 279-292, 2006. (Pubitemid 43992696)
    • (2006) Statistics and Computing , vol.16 , Issue.3 , pp. 279-292
    • Zoeter, O.1    Heskes, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.