BAYESIAN FORMULATION OF NONLINEAR FILTERS AND THEIR ELECTRONIC IMPLEMENTATION

Citation
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
ISSN journal
09168508
Volume
E81A
Issue
2
Year of publication
1998
Pages
343 - 346
Database
ISI
SICI code
0916-8508(1998)E81A:2<343:BFONFA>2.0.ZU;2-E
Abstract
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.