Discrete-time nonlinear filtering algorithms using gauss-hermite quadrature : New computationally efficient methods are proposed for more accurately analyzing and modeling dynamic processes that are nonlinear and subject to non-Gaussian noise
- Author
- ARASARATNAM, Ienkaran1 ; HAYKIN, Simon1 ; ELLIOTT, Robert J2
[1] Communications Research Laboratory, McMaster University, Hamilton, ON L85 4K1, Canada
[2] Haskayne School of Business Sciences, University of Calgary, Calgary, AL T2N 1N4, Canada - Issue title
- Large-scale dynamic systems
- Author (monograph)
- HAYKIN, S (Editor)1 ; MOULINES, E (Editor)2
[1] ECE Department at McMaster University, Hamilton, ON, Canada
[2] Ecole National Supérieure des Télécommunications, Paris, France - Source
Proceedings of the IEEE. 2007, Vol 95, Num 5, pp 953-977, 25 p ; ref : 63 ref
- CODEN
- IEEPAD
- ISSN
- 0018-9219
- Scientific domain
- Electronics; Computer science; Telecommunications
- Publisher
- Institute of Electrical and Electronics Engineers, New York, NY
- Publication country
- United States
- Document type
- Article
- Language
- English
- Author keyword
- Gauss-Hermite Quadrature Rule Gaussian sum filter nonlinear filtering quadrature Kalman filter statistical linear regression (SLR)
- Keyword (fr)
- Algorithme Analyse régression Bruit additif Bruit gaussien Bruit non gaussien Circuit autoélévateur Filtrage Gauss Filtrage non linéaire Filtre Kalman étendu Filtre Kalman Filtre particule Interpolation Hermite Modélisation Processus Gauss Régression linéaire Simulation Système non linéaire Système temps discret Temps discret Traitement non linéaire
- Keyword (en)
- Algorithm Regression analysis Additive noise Gaussian noise Non gaussian noise Bootstrap circuits Gaussian filtering Non linear filtering Extended Kalman filter Kalman filter Particle filter Hermite interpolation Modeling Gaussian process Linear regression Simulation Non linear system Discrete time systems Discrete time Non linear processing
- Keyword (es)
- Algoritmo Análisis regresión Ruido aditivo Ruido gaussiano Ruido no gaussiano Filtrado Gaussiano Filtrado no lineal Filtro Kalman extendido Filtro Kalman Filtro partículas Interpolación Hermite Modelización Proceso Gauss Regresión lineal Simulación Sistema no lineal Tiempo discreto Tratamiento no lineal
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D04 Telecommunications and information theory / 001D04A Information, signal and communications theory / 001D04A04 Signal and communications theory / 001D04A04A Signal, noise / 001D04A04A2 Detection, estimation, filtering, equalization, prediction
- Discipline
- Telecommunications and information theory
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 18968687
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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