Modal Trajectory Estimation Using Maximum Gaussian Mixture

被引：5

作者：

Monin, Andre ^{[1
,2
]}

机构：

[1] CNRS, LAAS, F-31077 Toulouse, France

[2] Univ Toulouse, LAAS, F-31400 Toulouse, France

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2013年 / 58卷 / 03期

关键词：

Filtering; Gaussian mixture; Gaussian sum; smoothing; ALGORITHM;

D O I：

10.1109/TAC.2012.2211439

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This technical note deals with the estimation of the whole trajectory of a stochastic dynamic system with highest probability, conditionally upon the past observation process, using a maximum Gaussian mixture. We first recall the Gaussian sum technique applied to minimum variance filtering. It is then shown that the same concept of Gaussian mixture can be applied in that context, provided we replace the Sum operator by the Max operator.

引用

页码：763 / 768

页数：6

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