Title :
Comments on "An aperiodic phenomenon of the extended Kalman filter in filtering noisy chaotic signals"
Author :
Pantaleón, Carlos ; Souto, Antonio
Author_Institution :
Naval Archit. Dept., Polytech. Univ. of Madrid, Spain
Abstract :
In the above paper, an aperiodic behavior of the Extended Kalman Filter (EKF) when filtering chaotic signals is reported. In this comment, we point out that this erratic behavior should be expected when filtering an aperiodic, time-varying signal. More interestingly, the convergence to a fixed point that is observed in some systems is due to the special form of the minimum Bayesian mean square error.
Keywords :
Kalman filters; filtering theory; least mean squares methods; nonlinear filters; time-varying filters; extended Kalman filter; minimum Bayesian mean square error; noisy chaotic signal filtering; time-varying signal; Chaos; Chaotic communication; Computer graphics; Digital filters; Filtering; Interpolation; Quantization; Sampling methods; Signal generators; Signal processing algorithms; Chaotic signals; extended Kalman filter; piecewise-linear maps;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2004.837411
