DocumentCode
337094
Title
Hybrid filtering for non-Gaussian systems
Author
Zhang, Q.
Author_Institution
Dept. of Math., Georgia Univ., Athens, GA, USA
Volume
2
fYear
1998
fDate
16-18 Dec 1998
Firstpage
1834
Abstract
The paper is concerned with hybrid filtering of a non-Gaussian system coupled by a hidden switching process. An optimal control approach is used to derive a finite-dimensional recursive filter which is optimal in the sense of the most probable trajectory estimate. Numerical examples are considered and computational experiments are reported
Keywords
filtering theory; optimal control; recursive filters; state estimation; finite-dimensional recursive filter; hidden switching process; hybrid filtering; nonGaussian systems; optimal control approach; Equations; Filtering; Filters; Mathematics; Optimal control; Recursive estimation; Signal processing; Signal processing algorithms; Speech enhancement; Target tracking;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location
Tampa, FL
ISSN
0191-2216
Print_ISBN
0-7803-4394-8
Type
conf
DOI
10.1109/CDC.1998.758569
Filename
758569
Link To Document