Skip navigation
Skip navigation

Using an Information Filter to Speed Computation of Sparse Parameter Estimates

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]

CollectionsANU Research Publications
Date published: 2009
Type: Conference paper
Source: Proceedings of IEEE Conference on Decision and Control and Chinese Control Conference 2009
DOI: 10.1109/CDC.2009.5400727


File Description SizeFormat Image
01_Blackhall_Using_an_Information_Filter_to_2009.pdf346.2 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  23 August 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator