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eess.SY2014
A New Reduction Scheme for Gaussian Sum Filters
Leila Pishdad, Fabrice Labeau
In many signal processing applications it is required to estimate the unobservable state of a dynamic system from its noisy measurements. For linear dynamic systems with Gaussian M…
eess.SY2014
Approximate MMSE Estimator for Linear Dynamic Systems with Gaussian Mixture Noise
Leila Pishdad, Fabrice Labeau
In this work we propose an approximate Minimum Mean-Square Error (MMSE) filter for linear dynamic systems with Gaussian Mixture noise. The proposed estimator tracks each component…