Nonlinear Filters for Hidden Markov Models of Regime Change with Fast Mean-Reverting States.

Andrew Papanicolaou

Published in: Multiscale Model. Simul. (2012)

Keyphrases

hidden markov models
nonlinear filters
hidden states
image processing
median filter
speech recognition
image denoising
conditional random fields
order statistics
multiscale
image segmentation
pattern recognition
pairwise
speech signal