Multisensor triplet Markov chains and theory of evidence

Hidden Markov chains (HMC) are widely applied in various problems occurring in different areas like Biosciences, Climatology, Communications, Ecology, Econometrics and Finances, Image or Signal processing. In such models, the hidden process of interest X is a Markov chain, which must be estimated from an observable Y, interpretable as being a noisy version of X. The success of HMC is mainly due to the fact that the conditional probability distribution of the hidden process with respect to the observed process remains Markov, which makes possible different processing strategies such as Bayesian restoration. HMC have been recently generalized to ‘‘Pairwise’’ Markov chains (PMC) and ‘‘Triplet’’ Markov chains (TMC), which offer similar processing advantages and superior modeling capabilities. In PMC, one directly assumes the Markovianity of the pair (X, Y) and in TMC, the distribution of the pair (X, Y) is the marginal distribution of a Markov process (X, U, Y), where U...

• Type: Journal
• Year: 2007
• Where: IJAR
• Authors: Wojciech Pieczynski
• Keywords: Conditional Probability Distribution, Hidden Process, IJAR 2007, Markov Chains