Remarks on filtering of semi-markov data - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Reports (Research Report) Year : 1993

Remarks on filtering of semi-markov data

Bernard Delyon

Abstract

This paper tries to give some insight about relationships between Viterbi and Forward backward algorithm (used in the context of hidden markov models) on one hand and Kalman filtering and Rauch-Tung-Striebel smoothing on the other. We give an unifying view which shows how those algorithms are related and give an example of an hybrid system which can be filtered through a mixed algorithm.

Domains

Other [cs.OH]
Fichier principal
Vignette du fichier
RR-1986.pdf (177.29 Ko) Télécharger le fichier
Loading...

Dates and versions

inria-00074686 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00074686 , version 1

Cite

Bernard Delyon. Remarks on filtering of semi-markov data. [Research Report] RR-1986, INRIA. 1993. ⟨inria-00074686⟩
90 View
47 Download

Share

Gmail Facebook X LinkedIn More