DocumentCode
1852119
Title
Fourier-Hermite Rauch-Tung-Striebel smoother
Author
Sarmavuori, Juha ; Särkkä, Simo
Author_Institution
Nokia Siemens Networks, Espoo, Finland
fYear
2012
fDate
27-31 Aug. 2012
Firstpage
2109
Lastpage
2113
Abstract
In this article, we introduce the Fourier-Hermite Rauch-Tung-Striebel smoother which is based on expansion of nonlinear functions in a Fourier-Hermite series in same way as the traditional extended Rauch-Tung-Striebel smoother is based on the Taylor series. The first order truncation of the Fourier-Hermite series gives the previously known statistically linearized smoother.
Keywords
Fourier analysis; smoothing methods; Fourier-Hermite Rauch-Tung-Striebel smoother; Taylor series; first order truncation; nonlinear function expansion; statistically linearized smoother; Approximation methods; Estimation; Kalman filters; Mathematical model; Polynomials; Smoothing methods; Taylor series; Fourier-Hermite series; nonlinear filtering; nonlinear smoothing; statistical linearization;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European
Conference_Location
Bucharest
ISSN
2219-5491
Print_ISBN
978-1-4673-1068-0
Type
conf
Filename
6334064
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