S. Yoshimoto et K. Urahama, BAYESIAN FORMULATION OF NONLINEAR FILTERS AND THEIR ELECTRONIC IMPLEMENTATION, IEICE transactions on fundamentals of electronics, communications and computer science, E81A(2), 1998, pp. 343-346
Citations number
12
Categorie Soggetti
Engineering, Eletrical & Electronic","Computer Science Hardware & Architecture","Computer Science Information Systems
Fundamental nonlinear filters including M-filters and order statistic
filters are formulated generally by the maximum a-posteriori (MAP) est
imation and some filters are derived with the aid of the Bayes formula
. This MAP-filters reduces to M-filters if a-priori probability distri
bution is uniform, while the rank filters are derived when a-priori bi
as exists in the MAP estimation. This MAP-filters are implemented with
an analog electronic circuit and the log-likelihood is shown to be a
Liapunov function for the dynamics of this circuit.