Exact nonlinear filtering via Gauss transform eigenfunctions

  • Eytan Paldi
  • , Arye Nehorai

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

By imposing mild restrictions on the analytic form of the probability density functions (PDFs) characterizing the model, the family of filtering problems for which exact recursive solutions are known is extended. It is shown that the recursive computation can be done with bounded complexity per iteration on the new family. This family has the potential to model many filtering problems.

Original languageEnglish
Title of host publicationProceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
PublisherPubl by IEEE
Pages3389-3392
Number of pages4
ISBN (Print)0780300033
DOIs
StatePublished - 1991
EventProceedings of the 1991 International Conference on Acoustics, Speech, and Signal Processing - ICASSP 91 - Toronto, Ont, Can
Duration: May 14 1991May 17 1991

Publication series

NameProceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
Volume5
ISSN (Print)0736-7791

Conference

ConferenceProceedings of the 1991 International Conference on Acoustics, Speech, and Signal Processing - ICASSP 91
CityToronto, Ont, Can
Period05/14/9105/17/91

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