Minimally conditioned likelihood for a nonstationary state space model.

José M. Casals Sonia Sotoca Miguel Jerez

Published in: Math. Comput. Simul. (2014)

Keyphrases

non stationary
state space model
autoregressive
state vector
random fields
state estimation
adaptive algorithms
kalman filter
maximum likelihood
posterior probability
kalman filtering
blind source separation
multiresolution
optical flow
em algorithm