Non-linear Kalman filters comparison for generalised autoregressive conditional heteroscedastic clutter parameter estimation.
Juan Pablo PascualNicolás von EllenriederJavier A. AretaCarlos H. MuravchikPublished in: IET Signal Process. (2019)
Keyphrases
- parameter estimation
- autoregressive
- random fields
- kalman filter
- markov random field
- maximum likelihood
- model selection
- least squares
- em algorithm
- gaussian markov random field
- non stationary
- kalman filtering
- expectation maximization
- parameter estimation algorithm
- markov fields
- object tracking
- state estimation
- particle filter
- sar images
- generative model
- motion parameters
- image sequences