Approximate forward–backward algorithm for a switching linear Gaussian model
نویسندگان
چکیده
منابع مشابه
Approximate forward-backward algorithm for a switching linear Gaussian model
Motivated by the application of seismic inversion in the petroleum industry we consider a hidden Markov model with two hidden layers. The bottom layer is a Markov chain and given this the variables in the second hidden layer are assumed conditionally independent and Gaussian distributed. The observation process is assumed Gaussian with mean values that are linear functions of the second hidden ...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2011
ISSN: 0167-9473
DOI: 10.1016/j.csda.2010.06.008