DocumentCode
747017
Title
Remarks on linear and nonlinear filtering
Author
Delyon, Bernard
Author_Institution
INRIA, IRISA, Rennes, France
Volume
41
Issue
1
fYear
1995
fDate
1/1/1995 12:00:00 AM
Firstpage
317
Lastpage
322
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;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.370090
Filename
370090
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