Backward hidden Markov chain for outlier-robust filtering and fixed-interval smoothing.

Boujemaa Ait-El-Fquih Cédric Gouy-Pailler

Published in: ICASSP (2013)

Keyphrases

markov chain
steady state
finite state
transition probabilities
stationary distribution
markov process
monte carlo
random walk
monte carlo simulation
markov model
monte carlo method
state space
stochastic process
state transition
transition matrix
higher order
machine learning