Title :
Remarks on linear and nonlinear filtering
Author_Institution :
INRIA, IRISA, Rennes, France
fDate :
1/1/1995 12:00:00 AM
Abstract :
This communication tries to give some insight into relationships existing between Viterbi and the forward-backward algorithm (used in the context of hidden Markov models) on the one hand and Kalman filtering and Rauch-Tung Striebel smoothing on the other. We give a unifying view which shows how those algorithms are related and give an example of a nonlinear hybrid system that can be filtered through a mixed algorithm
Keywords :
Kalman filters; hidden Markov models; maximum likelihood estimation; nonlinear filters; smoothing methods; state-space methods; Kalman filtering; Rauch-Tung Striebel smoothing; Viterbi algorithm; forward-backward algorithm; hidden Markov models; linear filtering; mixed algorithm; nonlinear filtering; nonlinear hybrid system; Acoustic signal processing; Chaos; Filtering algorithms; Hidden Markov models; Kalman filters; Nonlinear filters; Smoothing methods; Speech processing; State estimation; Viterbi algorithm;
Journal_Title :
Information Theory, IEEE Transactions on
