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
Link To Document :
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