REMARKS ON LINEAR AND NONLINEAR FILTERING

被引：6
|
作者：
DELYON, B
机构：
[1] IRISA-INRIA, 35042 Rennes Cedex, Campus de Beaulieu
来源：
IEEE TRANSACTIONS ON INFORMATION THEORY | 1995年 / 41卷 / 01期
关键词：
NONLINEAR FILTERING; VITERBI ALGORITHM;
D O I：
10.1109/18.370090
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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 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 he filtered through a mixed algorithm.
引用
收藏
页码：317 / 322
页数：6
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