Title :
Hybrid filtering for non-Gaussian systems
Author_Institution :
Dept. of Math., Georgia Univ., Athens, GA, USA
Abstract :
The paper is concerned with hybrid filtering of a non-Gaussian system coupled by a hidden switching process. An optimal control approach is used to derive a finite-dimensional recursive filter which is optimal in the sense of the most probable trajectory estimate. Numerical examples are considered and computational experiments are reported
Keywords :
filtering theory; optimal control; recursive filters; state estimation; finite-dimensional recursive filter; hidden switching process; hybrid filtering; nonGaussian systems; optimal control approach; Equations; Filtering; Filters; Mathematics; Optimal control; Recursive estimation; Signal processing; Signal processing algorithms; Speech enhancement; Target tracking;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.758569
