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Kalman filtering of a space-time Markov random field |
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| Authors: | L Aggoun |
| 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 Kalman filtering Expectation maximization algorithm |
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