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A note on the use of nonlinear filtering in computer graphics

✍ Scribed by Lee, M.E.; Redner, R.A.


Book ID
117877601
Publisher
IEEE
Year
1990
Tongue
English
Weight
572 KB
Volume
10
Category
Article
ISSN
0272-1716

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A note on the memory length of optimal n
✍ Rami Atar; Ofer Zeitouni πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 86 KB

Consider the one-dimensional ΓΏltering problem with state di usion coe cient and observation noise coe cient 1-, where 1 2 Β‘ Β‘1 is ΓΏxed. In the regime β†’ 0, we provide an example of state dynamics and a corresponding asymptotically optimal ΓΏlter whose memory length is short in a strong sense. This sta