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Remarks on filtering of semi-markov data

Bernard Delyon 1
1 AS - Signal Processing and Control
IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires, INRIA Rennes
Abstract : This paper tries to give some insight about relationships between Viterbi and Forward backward algorithm (used in the context of hidden markov models) on one hand and Kalman filtering and Rauch-Tung-Striebel smoothing on the other. We give an unifying view which shows how those algorithms are related and give an example of an hybrid system which can be filtered through a mixed algorithm.
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Submitted on : Wednesday, May 24, 2006 - 4:05:25 PM
Last modification on : Friday, February 4, 2022 - 3:16:21 AM
Long-term archiving on: : Monday, April 5, 2010 - 12:12:57 AM


  • HAL Id : inria-00074686, version 1


Bernard Delyon. Remarks on filtering of semi-markov data. [Research Report] RR-1986, INRIA. 1993. ⟨inria-00074686⟩



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