Estimation for hidden Markov random fields

被引:1
|
作者
Elliott, RJ
Aggoun, L
机构
[1] UNIV ALBERTA,DEPT MATH SCI,EDMONTON,AB T6G 2G1,CANADA
[2] UNIV AUCKLAND,DEPT STAT,AUCKLAND,NEW ZEALAND
关键词
Random field; noisy observation; parameter estimation;
D O I
10.1016/0378-3758(95)00062-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A finite state Markov random field is noisily observed via a second finite state process. The parameters of the model are estimated, as well as the most likely signal given the observations.
引用
收藏
页码:343 / 351
页数:9
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