A MODIFIED GAUSSIAN SUM APPROACH TO ESTIMATION OF NON-GAUSSIAN SIGNALS

A Gaussian sum estimation algorithm has previously been developed to deal with noise processes that are non-Gaussian. Inherent in this algorithm is a serious growing memory problem that causes the number of term in the Gaussian sum to increase exponentially at each iteration. A modified Gaussian sum estimation algorithm is developed here that avoids the growing memory problem of the previous algorithm while providing effective state estimation. A simulation example is presented which illustrates the new non-Gaussian estimation technique.