Scharf, Louis L. ; Cox, Dennis D. ; Masreliez, C. Johan
Volume :
26
Issue :
5
fYear :
1980
fDate :
9/1/1980 12:00:00 AM
Firstpage :
615
Lastpage :
620
Abstract :
The probabilistic evolution of random walk on the circle is studied, and the results are used to derive a maximum {em a posteriori} probability (MAP) sequence estimator for phase. The sequence estimator is a Viterbi tracker for tracking phase on a finite-dimensional grid in . The algorithm is shown to provide a convenient method for obtaining fixed-lag phase estimates. Performance characteristics are presented and compared with several published nonlinear filtering algorithms.