DocumentCode
1779874
Title
Local statistical models from deterministic state space models, likelihood filtering, and local typicality
Author
Bruderer, Lukas ; Loeliger, Hans-Andrea ; Zalmai, Nour
Author_Institution
Dept. of Inf. Technol. & Electr. Eng., ETH Zurich, Zurich, Switzerland
fYear
2014
fDate
June 29 2014-July 4 2014
Firstpage
1106
Lastpage
1110
Abstract
Surprisingly many signal processing problems can be approached by locally fitting autonomous deterministic linear state space models to the data. In this paper, we introduce local statistical models for such cases and discuss the computation both of the corresponding estimates and of local likelihoods for different models.
Keywords
filtering theory; statistical analysis; autonomous deterministic linear state space models; deterministic state space model; likelihood filtering; local likelihood estimation; local statistical model; local typicality; locally fitting; signal processing problem; Magnetomechanical effects; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory (ISIT), 2014 IEEE International Symposium on
Conference_Location
Honolulu, HI
Type
conf
DOI
10.1109/ISIT.2014.6875004
Filename
6875004
Link To Document