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Using an Information Filter to Speed Computation of Sparse Parameter Estimates

Blackhall, Lachlan; Rotkowitz, Michael

Description

This paper discusses the development of a recursive estimator which systematically arrives at sparse parameter estimates. Prior work achieved this by utilizing a Gaussian sum filter. This paper shows the relationship between the implementation using a Gaussian sum filter, where the mean and covariance of each component is propagated, and the equivalent representation using an information filter. We see that the information filter representation requires only a single information filter to be...[Show more]

CollectionsANU Research Publications
Date published: 2009
Type: Conference paper
URI: http://hdl.handle.net/1885/54934
Source: Proceedings of IEEE Conference on Decision and Control and Chinese Control Conference 2009
DOI: 10.1109/CDC.2009.5400727

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