Dual H∞ vs dual Kalman filters for M-AR parameter estimation from noisy observations.
Ali JamoosÉric GrivelNidal ShakarnehHanna Abdel NourPublished in: EUSIPCO (2009)
Keyphrases
- parameter estimation
- kalman filter
- markov random field
- maximum likelihood
- noisy observations
- least squares
- model selection
- kalman filtering
- em algorithm
- parameter estimation algorithm
- expectation maximization
- random fields
- super resolution
- particle filtering
- high resolution
- state estimation
- parameter estimates
- estimation problems
- image segmentation
- image processing