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Reports (Research Report) Year : 1993

Remarks on filtering of semi-markov data

Bernard Delyon


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.


Other [cs.OH]
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inria-00074686 , version 1 (24-05-2006)


  • HAL Id : inria-00074686 , version 1


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