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AMCS
2010
98views Mathematics» more  AMCS 2010»
13 years 5 months ago
On the convergence of the wavelet-Galerkin method for nonlinear filtering
Lukasz D. Nowak, Monika Paslawska-Poludniak, Kryst...
TSP
2008
129views more  TSP 2008»
13 years 3 months ago
A Basic Convergence Result for Particle Filtering
The basic nonlinear filtering problem for dynamical systems is considered. Approximating the optimal filter estimate by particle filter methods has become perhaps the most common a...
Xiao-Li Hu, Thomas B. Schön, Lennart Ljung
SIAMNUM
2010
105views more  SIAMNUM 2010»
13 years 6 days ago
Quantization Based Filtering Method Using First Order Approximation
The quantization based filtering method (see [13], [14]) is a grid based approximation method to solve nonlinear filtering problems with discrete time observations. It relies on o...
Afef Sellami
MP
2006
73views more  MP 2006»
13 years 5 months ago
On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed i...
Andreas Wächter, Lorenz T. Biegler
ICASSP
2009
IEEE
14 years 6 days ago
Design of oversampled DFT modulated filter banks optimized for acoustic echo cancellation
This paper describes a method for designing oversampled DFT filter banks (FB) optimized for subband acoustic echo cancellation (AEC). For this application, the design requirements...
Qin Li, Wei-Ge Chen, Chao He, Henrique S. Malvar