PDA-BCJR algorithm for Factorial Hidden Markov Models with application to MIMO equalisation

In this paper we develop an efficient algorithm for inference in Factorial Hidden Markov Models (FHMM), which is particularly suitable for turbo equalisation in Multiple Input - Multiple Output (MIMO) systems. The proposed PDA-BCJR algorithm can be viewed as a generalisation of the PDA algorithm, which in its basic form handles single latent variables only. Our generalisation replaces each of the single latent variables with a HMM.