On the nonlinear and nonnormal filter using rejection sampling

Tanizaki H.

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On the nonlinear and nonnormal filter using rejection sampling

机译：使用拒绝采样的非线性和非正规滤波器

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摘要

A nonlinear and/or nonnormal filter is proposed using rejection sampling. Generating random draws of the state-vector directly from the filtering density, the filtering estimate is simply obtained as the arithmetic average of the random draws. In the proposed filter, the random draws are recursively generated at each time. Monte Carlo experiments indicate that the proposed nonlinear and nonnormal filter shows a good performance

机译：提出了使用拒绝采样的非线性和/或非正规滤波器。直接从滤波密度生成状态向量的随机抽取，可以简单地将滤波估计作为随机抽取的算术平均值来获得。在提出的过滤器中，每次都递归生成随机抽奖。蒙特卡洛实验表明，所提出的非线性和非正规滤波器表现出良好的性能

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《IEEE Transactions on Automatic Control》 |1999年第2期|p.314-319|共6页
作者
Tanizaki H.;
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正文语种 eng
中图分类自动化系统;
关键词
Monte Carlo methods; filtering theory; nonlinear filters; Monte Carlo experiments; arithmetic average; filtering density; nonnormal filter; random draws; rejection sampling;

机译：蒙特卡罗方法滤波理论非线性滤波器蒙特卡罗实验算术平均值滤波密度非正则滤波器随机抽签拒绝采样;

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专利

1. On the nonlinear and nonnormal filter using rejection sampling [J] . Tanizaki H. IEEE Transactions on Automatic Control . 1999,第2期

机译：使用拒绝采样的非线性和非正规滤波器
2. Approximate analysis of narrow-band interference rejection technique in CDMA spread spectrum systems using nonlinear prediction filters [J] . Kun-Jie Wang, Yan Yao IEEE communications letters . 1998,第9期

机译：使用非线性预测滤波器的CDMA扩频系统中窄带干扰抑制技术的近似分析
3. Rejection of narrowband interference in DS spread spectrum systems employing minimum redundant nonlinear filters [J] . Kun-Jie Wang, Zu-Cheng Zhou Electronics Letters . 1998,第15期

机译：使用最小冗余非线性滤波器的DS扩频系统中的窄带干扰抑制
4. UKIRF: An Item Rejection Framework for Improving Negative Items Sampling in One-Class Collaborative Filtering [C] . Antonio David Viniski, Jean Paul Barddal, Alceu de Souza Britto Jr. Pacific-Asia Conference on Knowledge Discovery and Data Mining . 2021

机译：UKIRF：一个项目拒绝框架，用于在单级协同过滤中改进对负面项目采样
5. Disturbance Rejection and System Identification Using Multi-Channel Adaptive Filtering and Receding-Horizon Control [D] . Tsuchiya, Nolan Eizo 2015

机译：使用多通道自适应滤波和后视水平控制的干扰抑制和系统识别
6. Progressive von Mises–Fisher Filtering Using Isotropic Sample Sets for Nonlinear Hyperspherical Estimation [O] . Kailai Li, Florian Pfaff, Uwe D. Hanebeck 2021

机译：使用各向同性样本集进行非线性超球估计的渐进式von误法 - Fisher滤波
7. On the nonlinear and nonnormal filter using rejection sampling [O] . Tanizaki Hisashi 1999

机译：使用拒绝采样的非线性和非正规滤波器

On the nonlinear and nonnormal filter using rejection sampling

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