Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
567400 | Signal Processing | 2006 | 6 Pages |
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
Authors
François Desbouvries, Jean Lecomte, Wojciech Pieczynski,