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Kalman filtering of a space-time Markov random field
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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