Article ID Journal Published Year Pages File Type
567400 Signal Processing 2006 6 Pages PDF
Abstract

An important problem in multiresolution analysis of signals or images consists in estimating hidden random variables x={xs}s∈Sx={xs}s∈S from observed ones y={ys}s∈Sy={ys}s∈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).

Related Topics
Physical Sciences and Engineering Computer Science Signal Processing
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