NDLI: Further improvement of the adaptive level of detail transform: Splitting in direction of the nonlinearity

Content Provider	IEEE Xplore Digital Library
Author	Faubel, F. Klakow, D.
Copyright Year	2010
Description	Author affiliation: Spoken Language Syst. Saarland Univ., Saarbrucken, Germany (Faubel, F.; Klakow, D.)
Abstract	In earlier work, we have presented a novel approach to nonlinear, non-Gaussian tracking problems. The approach was based on keeping a bank of unscented Kalman filters, which were split and merged in order to adapt the level of detail of the filtering density according to the nonlinearity of the tracking problem. More recently, that approach has been refined and generalized to a general method for nonlinear transformations of Gaussian mixture random variables. Here, we further extend it by the following aspects: we consider splitting a Gaussian distribution into three components rather than two; and we show how splitting can be performed in direction of the nonlinearity, which in simulations gave a 25% reduction of the mean squared error, compared to the previous implementation of the split and merge unscented Gaussian mixture filter. In addition to that, we show how splitting can be implemented efficiently, through Cholesky downdates.
Starting Page	850
Ending Page	854
File Size	471206
Page Count	5
File Format	PDF
ISSN	22195491
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2010-08-23
Publisher Place	Denmark
Access Restriction	Subscribed
Rights Holder	EUSIPCO
Subject Keyword	Transforms Gaussian distribution Eigenvalues and eigenfunctions Trajectory Kalman filters Approximation methods Covariance matrices
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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