REMARKS ON LINEAR AND NONLINEAR FILTERING

This communication tries to give some insight into relationships exist ing between Viterbi and the Forward-Backward algorithm (used in the co ntext of Hidden Markov Models) on one hand and Kalman filtering and Ra uch-Tung-Striebel smoothing on the other. We give a unifying view whic h shows how those algorithms are related and give an example of a nonl inear hybrid system that can he filtered through a mixed algorithm.