Performance bounds for nonlinear filters

Shan Lu; Doerschuk P.C.

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Performance bounds for nonlinear filters

机译：非线性滤波器的性能范围

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An error in a well-known lower bound on the performance of nonlinear fibers based on dynamic statistical models is described. The error occurs in the final step of the proof and deletion of this step results in a valid lower bound which, however, requires evaluation of a conditional expectation in function space. For the limited, but interesting, class of linear Gaussian process models, computational methods are described.

机译：描述了基于动态统计模型的已知非线性纤维性能下限的误差。错误在证明的最后一步中发生，删除此步骤会导致有效的下界，但是，这需要对函数空间中的条件期望进行评估。对于有限但有趣的一类线性高斯过程模型，描述了计算方法。

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《IEEE Transactions on Aerospace and Electronic Systems》 |1997年第1期|p.316-318|共3页
作者
Shan Lu; Doerschuk P.C.;
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正文语种 eng
中图分类航空;
关键词
Gaussian processes; circuit analysis computing; error analysis; nonlinear filters; performance evaluation; statistical analysis; computational methods; dynamic statistical models; error; linear Gaussian process models; nonlinear filters; performance bounds;

机译：高斯过程;电路分析计算;误差分析;非线性滤波器;性能评估;统计分析;计算方法;动态统计模型;误差;线性高斯过程模型;非线性滤波器;性能界限;

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专利

1. Performance bounds for nonlinear filters [J] . Shan Lu, Doerschuk P.C. IEEE Transactions on Aerospace and Electronic Systems . 1997,第1期

机译：非线性滤波器的性能范围
2. Bounded-input-bounded-output properties of nonlinear discrete difference equations-applications to fixed-point digital filters [J] . Bauer P.H., Leclerc L.-J. IEEE Transactions on Circuits and Systems. 1 . 1992,第8期

机译：非线性离散差分方程的有界输入界输出性质-在定点数字滤波器中的应用
3. Delay-dependent H infinity filtering for discrete-time fuzzy stochastic systems with mixed delays and sector-bounded nonlinearity [J] . Hua Mingang, Cai Yixi, Ni Jianjun, Journal of the Franklin Institute . 2015,第8期

机译：具有混合时滞和界界非线性的离散时间模糊随机系统的时滞相关H无限滤波
4. Performance bounds and comparison of nonlinear filters for tracking a ballistic object on re-entry [C] . Ristic, B., Farina, . 2003

机译：弹道跟踪再入时非线性滤波器的性能边界与比较
5. Nonlinear filtering for systems with actively changing parameters: Algorithms and their performance analysis in application to target tracking. [D] . Petrov, Anton. 2000

机译：参数主动变化的系统的非线性滤波：算法及其性能分析在目标跟踪中的应用。
6. Ultimately Bounded Filtering for Time-Delayed Nonlinear Stochastic Systems with Uniform Quantizations under Random Access Protocol [O] . Jiyue Guo, Zidong Wang, Lei Zou, 2020

机译：最终有限于随机接入协议下具有均匀量化的时延的非线性随机系统的界限滤波
7. Nonlinear filtering using a new proposal distribution and the improved fast Gauss transform with tighter performance bounds [O] . Roni Mittelman, Student Member, Eric L. Miller, 2008

机译：使用新提议分布的非线性滤波和具有更严格的性能界限的改进的快速高斯变换

Performance bounds for nonlinear filters

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