DocumentCode
1881072
Title
Exact nonlinear filtering via Gauss transform eigenfunctions
Author
Paldi, Evtan ; Nehorai, Arve
Author_Institution
Dept. of Electr. Eng., Yale Univ., New Haven, CT, USA
fYear
1991
fDate
14-17 Apr 1991
Firstpage
3389
Abstract
By imposing mild restrictions on the analytic form of the probability density functions (PDFs) characterizing the model, the family of filtering problems for which exact recursive solutions are known is extended. It is shown that the recursive computation can be done with bounded complexity per iteration on the new family. This family has the potential to model many filtering problems
Keywords
eigenvalues and eigenfunctions; filtering and prediction theory; probability; transforms; Gauss transform eigenfunctions; PDF; bounded complexity per iteration; exact nonlinear filtering; exact recursive solutions; probability density functions; Biological system modeling; Biology computing; Difference equations; Differential equations; Eigenvalues and eigenfunctions; Filtering; Gaussian processes; Integral equations; Probability density function; State estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on
Conference_Location
Toronto, Ont.
ISSN
1520-6149
Print_ISBN
0-7803-0003-3
Type
conf
DOI
10.1109/ICASSP.1991.150181
Filename
150181
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