TY - JOUR
T1 - A Two-Step Bilinear Filtering Approximation
AU - Halawani, Talal U.
AU - Mohler, Ronald R.
AU - Kolodziej, Wojciech J.
PY - 1984
Y1 - 1984
N2 - A new approximation technique to a certain class of nonlinear filtering (signal processing) problems is considered here. The method is based on an approximation of a nonlinear, partially observable system by a bilinear model with fully observable states. The filter development proceeds from the assumption that the unobservable states are conditionally Gaussian with respect to the observation initially. The method is shown to be promising for real-time communication and sonar applications as demonstrated by computer simulations. Moreover, some of the traditional techniques evolve as special cases of this methodology.
AB - A new approximation technique to a certain class of nonlinear filtering (signal processing) problems is considered here. The method is based on an approximation of a nonlinear, partially observable system by a bilinear model with fully observable states. The filter development proceeds from the assumption that the unobservable states are conditionally Gaussian with respect to the observation initially. The method is shown to be promising for real-time communication and sonar applications as demonstrated by computer simulations. Moreover, some of the traditional techniques evolve as special cases of this methodology.
UR - http://www.scopus.com/inward/record.url?scp=0021407608&partnerID=8YFLogxK
U2 - 10.1109/TASSP.1984.1164330
DO - 10.1109/TASSP.1984.1164330
M3 - Article
AN - SCOPUS:0021407608
SN - 0096-3518
VL - 32
SP - 344
EP - 352
JO - IEEE Transactions on Acoustics, Speech, and Signal Processing
JF - IEEE Transactions on Acoustics, Speech, and Signal Processing
IS - 2
ER -