Kalman filtering in pairwise Markov trees

  • Authors:
  • François Desbouvries;Jean Lecomte;Wojciech Pieczynski

  • Affiliations:
  • GET/INT/dépt. CITI and CNRS UMR 5157, 9 rue Charles Fourier, 91011 Evry, France;GET/INT/dépt. CITI and CNRS UMR 5157, 9 rue Charles Fourier, 91011 Evry, France;GET/INT/dépt. CITI and CNRS UMR 5157, 9 rue Charles Fourier, 91011 Evry, France

  • Venue:
  • Signal Processing
  • Year:
  • 2006

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Abstract

An important problem in multiresolution analysis of signals or images consists in estimating hidden random variables x={x"s}"s"@?"S from observed ones y={y"s}"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).