Iterative algorithms for optimal state estimation of jump Markov linear systems.
Arnaud DoucetChristophe AndrieuPublished in: ICASSP (1999)
Keyphrases
- linear systems
- state estimation
- iterative algorithms
- kalman filter
- dynamical systems
- sufficient conditions
- markov chain
- particle filter
- kalman filtering
- dynamic systems
- sparse linear systems
- coefficient matrix
- state space model
- particle filtering
- visual tracking
- dynamic programming
- optimal solution
- face recognition
- mean shift
- artificial neural networks