Localizing, forgetting, and likelihood filtering in state-space models

Information Theory and Applications Workshop, ITA 2009

Volumn , Issue , 2009, Pages 184-186

  Loeliger, Hans Andrea ^a   Bolliger, Lukas ^a   Reller, Christoph ^a   Korl, Sascha ^b  

^a ETH ZURICH   (Switzerland)

^b HILTI CORPORATION   (Liechtenstein)

Author keywords

[No Author keywords available]

Indexed keywords

FACTOR GRAPHS; LINEAR STATE SPACE MODEL; LOCAL MODEL; MODEL SWITCH; PULSE POSITIONS; RECURSIVE LEAST SQUARES; SCALE FACTOR; STATE SPACE MODEL; STATE-SPACE MODELS; SUM PRODUCT;

COMMUNICATION SYSTEMS; FEATURE EXTRACTION; HIDDEN MARKOV MODELS; INFORMATION THEORY; METHOD OF MOMENTS;

MESSAGE PASSING;

EID: 70349274209     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ITA.2009.5044943     Document Type: Conference Paper

References (4)

1. H.-A. Loeliger, "An introduction to factor graphs," IEEE Signal Proc. Mag., Jan. 2004, pp. 28-41.
2. H.-A. Loeliger, J. Dauwels, Junli Hu, S. Korl, Li Ping, and F. R. Kschischang, "The factor graph approach to model-based signal processing," Proceedings of the IEEE, vol.95, no.6, pp. 1295-1322, June 2007.
3. D. Arnold, H.-A. Loeliger, P. O. Vontobel, A. Kavčíc, and W. Zeng, "Simulation-based computation of information rates for channels with memory," IEEE Trans. Inform. Theory, vol.52, no.8, pp. 3498-3508, August 2006.
4. H. V. Poor and O. Hadjiliadis, Quickest Detection. Cambridge University Press, 2009.