傅里叶药草

2012 Proceedings of the 20th European Signal Processing Conference (EUSIPCO) Pub Date : 2012-10-18 DOI:10.5281/ZENODO.43027

Juha Sarmavuori, Simo Särkkä

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引用次数: 1

摘要

本文介绍了基于非线性函数在Fourier-Hermite级数中展开的Fourier-Hermite Rauch-Tung-Striebel平滑，就像传统的扩展Rauch-Tung-Striebel平滑基于Taylor级数一样。傅里叶-埃尔米特级数的一阶截断给出了先前已知的统计线性化平滑。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Fourier-Hermite Rauch-Tung-Striebel smoother

In this article, we introduce the Fourier-Hermite Rauch-Tung-Striebel smoother which is based on expansion of nonlinear functions in a Fourier-Hermite series in same way as the traditional extended Rauch-Tung-Striebel smoother is based on the Taylor series. The first order truncation of the Fourier-Hermite series gives the previously known statistically linearized smoother.

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2012 Proceedings of the 20th European Signal Processing Conference (EUSIPCO)

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