• DocumentCode
    2170915
  • Title

    Variational Bayesian Kalman filtering in dynamical tomography

  • Author

    Ait-El-Fquih, Boujemaa ; Rodet, Thomas

  • Author_Institution
    Laboratoire des Signaux et Systèmes UMR 8506 (CNRS-SUPELEC-UNIV PARIS SUD), Supélec, 3 rue Joliot-Curie, 91192 Gif-sur-Yvette, France
  • fYear
    2011
  • fDate
    22-27 May 2011
  • Firstpage
    4004
  • Lastpage
    4007
  • Abstract
    The problem of dynamical tomography consists in reconstructing a temporal sequence of images from their noisy projections. For this purpose, a recursive algorithm is usually used, like for instance the Kalman Filter (KF), due to the dynamical structure of the problem. However, since it needs the inverse of innovation matrix, KF may suffer from a huge computational cost in cases of images with very high dimensions. To solve this issue, we develop a new suboptimal version of the KF based on a Variational Bayesian (VB) approach. The proposed Variational Bayesian KF (VBKF) algorithm is compared to the KF with simulations in a small problem (images 32×32). As expected, the image quality of VBKF is as good as the KF and the VBKF algorithm is four times faster than the KF. Furthermore, in realistic high dimensional problems in which the practical implementation of KF becomes impossible, the VBKF gives an attractive alternative since it can be millions times faster than the KF
  • Keywords
    Approximation methods; Bayesian methods; Kalman filters; Noise; Noise measurement; Probability density function;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech and Signal Processing (ICASSP), 2011 IEEE International Conference on
  • Conference_Location
    Prague, Czech Republic
  • ISSN
    1520-6149
  • Print_ISBN
    978-1-4577-0538-0
  • Electronic_ISBN
    1520-6149
  • Type

    conf

  • DOI
    10.1109/ICASSP.2011.5947230
  • Filename
    5947230