Title :
Phase portrait of fast filtering algorithms
Author_Institution :
Dept. of Math., Stockholm Univ., Stockholm, Sweden
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;
Conference_Titel :
Control Conference (ECC), 1997 European
Conference_Location :
Brussels
Print_ISBN :
978-3-9524269-0-6
