Nonlinear Filter Representation via Spline Functions,
Abstract
An optimum nonlinear filter is realized by sequentially updating the spline coefficients of the relevant conditional distribution. The nonlinear filtering problem considered is that of phase demodulation with a two-dimensional phase process model. A multi-dimensional hyperbolic and polynomial spline basis are generated by a tensor product of one-dimensional bases. General conclusions about the spline approach for higher dimensional problems will be drawn. In particular, general running time projections for N-dimensional problems will be provided. Some timing results for various methods of tri-diagonal matrix inversion are reviewed.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1974
- Accession Number
- ADA010279
Entities
People
- Hussein M. Youssef
- Richard S. Bucy
Organizations
- University of Southern California