MAP state sequence estimation for jump Markov linear systems via the expectation-maximization algorithm - Logothetis, A.; Krishnamurthy, V. (Proceedings of the 36th IEEE Conference on Decision and Control, 1997)
Keywords: Computational efficiency; Costs; Covariance matrix; Expectation-maximization algorithms; Hidden Markov models; Iterative algorithms; Linear systems; Maximum likelihood estimation; Signal processing algorithms; State estimation