Using an Information Filter to Speed Computation of Sparse Parameter Estimates
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]
|Collections||ANU Research Publications|
|Source:||Proceedings of IEEE Conference on Decision and Control and Chinese Control Conference 2009|
|01_Blackhall_Using_an_Information_Filter_to_2009.pdf||346.2 kB||Adobe PDF||Request a copy|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.