Estimation for discrete Markov random fields observed in Gaussian noise

摘要

A finite state Markov random field is observed in Gaussian noise. Changes of measures are defined under which all random variables of the signal are independent and uniformly distributed over the finite state space and all random variables of the observation are independent and N(0,1). The problem of estimating the most likely signal given the observations is treated in a related form by introducing probabilities over the possible signals.