DocumentCode
700812
Title
Phase portrait of fast filtering algorithms
Author
Yishao Zhou
Author_Institution
Dept. of Math., Stockholm Univ., Stockholm, Sweden
fYear
1997
fDate
1-7 July 1997
Firstpage
2270
Lastpage
2275
Abstract
Fast filtering algorithms arising from linear filtering and estimation are nonlinear dynamical systems whose initial values are the statistics of the observation process. In this paper, we give a fairly complete description of the phase portrait for such nonlinear dynamical systems.
Keywords
estimation theory; filtering theory; nonlinear dynamical systems; statistics; fast filtering algorithms; linear estimation; linear filtering; nonlinear dynamical systems; phase portrait; statistics; Algorithm design and analysis; Eigenvalues and eigenfunctions; Heuristic algorithms; Manifolds; Orbits; Riccati equations; Trajectory; estimation; filtering; nonlinear dynamics;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1997 European
Conference_Location
Brussels
Print_ISBN
978-3-9524269-0-6
Type
conf
Filename
7082443
Link To Document