Estimation and identification for 2-D block Kalman filtering

The development of a recursive identification and estimation procedure for two-dimensional block Kalman filtering is discussed. The recursive identification scheme can be used online to update the image model parameters at each iteration based on the local statistics within a block of the observed noisy image. The covariance matrix of the driving noise can also be estimated at each iteration of this algorithm. A recursive procedure for computing the parameters of the higher order models is given. Simulation results are also provided.<
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