Component-by-component state smoothing is discussed for multi-dimensional dynamic systems with non-linear random interference such as jamming. Each component of the observation model is a non-linear function of only one state component, arbitrary random interference, and observation noise. Each state component is first approximated by a finite state machine and then, using the Viterbi decoding algorithm of information theory, the state components are sequentially smoothed in parallel. This results in a memory reduction for the implementation of the state smoothing. Simulation results have shown that the proposed scheme performs well, whereas the classical estimation schemes cannot be used, in general, to estimate the states of dynamic model...
We consider the smoothing problem of estimating a sequence of state vectors given a nonlinear state ...
State-space smoothing has found many applications in science and engineering. Under linear and Gauss...
Many problems in science and engineering involve estimating a dynamic signal from indirect measureme...
This paper presents a real-time recursive state filtering and prediction scheme (PR) for discrete no...
The problem of state estimation of a linear, dynamical state-space system where the output is subjec...
We describe methods for applying Monte Carlo filtering and smoothing for estimation of unobserved st...
We describe methods for applying Monte Carlo ltering and smoothing for estimation of unobserved stat...
In time series analysis state-space models provide a wide and flexible class. The basic idea is to d...
We develop methods for performing smoothing computations in general state-space models. The methods ...
This paper gives a new approach to diffuse filtering and smoothing for multivariate state space mode...
This thesis is on filtering in state space models. First, we examine approximate Kalman filters for ...
We develop methods for performing smoothing computations in general state-space models. The methods ...
In this article we compute state estimation schemes for discrete-time Markov chains observed in arbi...
AbstractThe paper reviews and generalizes recent filtering and smoothing algorithms for observations...
In this paper we describe parallel processing algorithms for optimal smoothing for discrete time lin...
We consider the smoothing problem of estimating a sequence of state vectors given a nonlinear state ...
State-space smoothing has found many applications in science and engineering. Under linear and Gauss...
Many problems in science and engineering involve estimating a dynamic signal from indirect measureme...
This paper presents a real-time recursive state filtering and prediction scheme (PR) for discrete no...
The problem of state estimation of a linear, dynamical state-space system where the output is subjec...
We describe methods for applying Monte Carlo filtering and smoothing for estimation of unobserved st...
We describe methods for applying Monte Carlo ltering and smoothing for estimation of unobserved stat...
In time series analysis state-space models provide a wide and flexible class. The basic idea is to d...
We develop methods for performing smoothing computations in general state-space models. The methods ...
This paper gives a new approach to diffuse filtering and smoothing for multivariate state space mode...
This thesis is on filtering in state space models. First, we examine approximate Kalman filters for ...
We develop methods for performing smoothing computations in general state-space models. The methods ...
In this article we compute state estimation schemes for discrete-time Markov chains observed in arbi...
AbstractThe paper reviews and generalizes recent filtering and smoothing algorithms for observations...
In this paper we describe parallel processing algorithms for optimal smoothing for discrete time lin...
We consider the smoothing problem of estimating a sequence of state vectors given a nonlinear state ...
State-space smoothing has found many applications in science and engineering. Under linear and Gauss...
Many problems in science and engineering involve estimating a dynamic signal from indirect measureme...