Blackhall, Lachlan; Rotkowitz, Michael
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]
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