NDLI: A optimal discrete nonlinear arbitrary-order filter

Content Provider	Springer Nature Link
Author	Rudenko, E. A.
Copyright Year	2010
Abstract	It is proposed to synthesize a recurrent nonlinear filter of any given order chosen from the condition of obtaining online estimates in the course of measurements for estimation of a Markov random sequence. Optimality conditions for structural functions of the filter are obtained. The application of the gradient descent method is considered. Relations of this filter with the Stratonovich filter of an infinite order and a filter of optimal structure of an object order is established. Gaussian and linearized approximations to the optimal filter of an arbitrary order are constructed. An example is presented.
Starting Page	548
Ending Page	559
Page Count	12
File Format	PDF
ISSN	10642307
Journal	Journal of Computer and Systems Sciences International
Volume Number	49
Issue Number	4
e-ISSN	15556530
Language	English
Publisher	SP MAIK Nauka/Interperiodica
Publisher Date	2010-08-18
Publisher Place	Dordrecht
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Control Robotics Mechatronics
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Theoretical Computer Science Computer Networks and Communications Control and Systems Engineering Information Systems Computer Vision and Pattern Recognition Software

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A optimal discrete nonlinear arbitrary-order filter