Title of article
Kalman filtering of a space-time Markov random field
Author/Authors
Aggoun، نويسنده , , L.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
17
From page
1193
To page
1209
Abstract
In this paper, finite-dimensional recursive filters for space-time Markov random fields are derived. These filters can be used with the expectation maximization (EM) algorithm to yield maximum likelihood estimates of the parameters of the model.
Keywords
Hidden space-time Markov models , Expectation maximization algorithm , Kalman filtering
Journal title
Mathematical and Computer Modelling
Serial Year
2002
Journal title
Mathematical and Computer Modelling
Record number
1592622
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