Kalman filtering in pairwise Markov trees

被引：7

作者：

Desbouvries, F

Lecomte, J

Pieczynski, W

机构：

[1] CITI, GET INT Dept, F-91011 Evry, France

[2] CNRS, UMR 5157, F-91011 Evry, France

来源：

SIGNAL PROCESSING | 2006年 / 86卷 / 05期

关键词：

hidden Markov trees; pairwise Markov trees; multiresolution signal and image analysis; multiscale algorithms; Kalman filtering;

D O I：

10.1016/j.sigpro.2005.07.026

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

An important problem in multiresolution analysis of signals or images consists in estimating hidden random variables x = {x(s)}(s is an element of S) from observed ones y = {y(s)}(s is an element of 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). (C) 2005 Elsevier B.V. All rights reserved.

引用

页码：1049 / 1054

页数：6

共 21 条

[1]

ANDERSON B, 1980, OPTIMAL FILTERING

[2]

[Anonymous], 1989, STRUCTURAL TIME SERI

[3] MODELING AND ESTIMATION OF MULTIRESOLUTION STOCHASTIC-PROCESSES [J].

BASSEVILLE, M ;

BENVENISTE, A ;

CHOU, KC ;

GOLDEN, SA ;

NIKOUKHAH, R ;

WILLSKY, AS .

IEEE TRANSACTIONS ON INFORMATION THEORY, 1992, 38 (02) :766-784

[4] A MULTISCALE RANDOM-FIELD MODEL FOR BAYESIAN IMAGE SEGMENTATION [J].

BOUMAN, CA ;

SHAPIRO, M .

IEEE TRANSACTIONS ON IMAGE PROCESSING, 1994, 3 (02) :162-177

[5]

Caines P. E., 1988, WILEY SERIES PROBABI

[6] MULTISCALE RECURSIVE ESTIMATION, DATA FUSION, AND REGULARIZATION [J].

CHOU, KC ;

WILLSKY, AS ;

BENVENISTE, A .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1994, 39 (03) :464-478

[7] Multiscale Bayesian restoration in pairwise Markov trees [J].

Desbouvries, F ;

Lecomte, J .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2005, 50 (08) :1185-1190

[8]

Kailath T, 2000, PR H INF SY, pXIX

[9]

Kalman RE., 1960, J BASIC ENG, V82, P35, DOI DOI 10.1115/1.3662552

[10] Discrete Markov image modeling and inference on the quadtree [J].

Laferté, JM ;

Pérez, P ;

Heitz, F .

IEEE TRANSACTIONS ON IMAGE PROCESSING, 2000, 9 (03) :390-404

← 1 2 3 →