@inproceedings{b0f995c471ba4b22a8bab81cf51945fb,
title = "Exact filtering in semi-markov jumping system",
abstract = "The classical hidden linear Gaussian system allows one to use the classical Kalman filter, which calculates some distributions of interest with linear complexity in number of observations. However, such calculations become impossible when adding a Markov jump process. The aim of the paper is to propose two new hidden models with Markov and semi-Markov jump processes in which the exact computation of the Kalman filter is feasible with linear complexity in number of observations.",
keywords = "Bayesian segmentation, Hidden Markov models, Kalman filtering, Markov jumps, semi-Markov jumps, triplet Markov models",
author = "Noufel Abbassi and Wojciech Pieczynski",
year = "2009",
month = dec,
day = "1",
doi = "10.1063/1.3225273",
language = "English",
isbn = "9780735406858",
series = "AIP Conference Proceedings",
pages = "1--4",
booktitle = "Computational Methods in Science and Engineering - Advances in Computational Science, Lectures Presented at the Int. Conference on Computational Methods in Science and Engineering 2008, ICCMSE 2008",
note = "6th International Conference on Computational Methods in Sciences and Engineering 2008, ICCMSE 2008 ; Conference date: 25-09-2008 Through 30-09-2008",
}