Kalman filtering approximations in triplet Markov Gaussian switching models

IEEE Workshop on Statistical Signal Processing Proceedings

Volumn , Issue , 2011, Pages 77-80

  Abbassi, Noufel ^a   Benboudjema, Dalila ^b   Pieczynski, Wojciech ^a  

^a INSTITUT NATIONAL DES TÉLÉCOMMUNICATIONS   (France)

^b UNIVERSITÉ DE CERGY PONTOISE   (France)

Author keywords

exact Kalman filtering; Gaussian switching system; particle filter

Indexed keywords

CLASSICAL METHODS; GAUSSIANS; KALMAN-FILTERING; MARKOVIAN; PARTICLE FILTER; PARTICLE FILTERING; SWITCHING MODEL;

GAUSSIAN DISTRIBUTION; KALMAN FILTERS; LINEAR SYSTEMS; NONLINEAR FILTERING; SIGNAL PROCESSING;

HIDDEN MARKOV MODELS;

EID: 80052214280     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SSP.2011.5967820     Document Type: Conference Paper

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