Exact filtering in conditionally Markov switching hidden linear models;Filtrage exact dans les modèles conditionnellement linéaires à sauts markoviens

Comptes Rendus Mathematique

Volumn 349, Issue 9-10, 2011, Pages 587-590

  Pieczynski, Wojciech ^a  

^a INSTITUT TELECOM   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79956196563     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2011.02.007     Document Type: Article

References (10)

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3. Cappé O., Moulines E., Ryden T. Inference in Hidden Markov Models 2005, Springer.
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9. Tugnait J.K. Adaptive estimation and identification for discrete systems with Markov jump parameters. IEEE Trans. Automat. Control 1982, AC-25:1054-1065.
10. Zoeter O., Heskes T. Deterministic approximate inference techniques for conditionally Gaussian state space models. Statist. Comput. 2006, 16:279-292.