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A novel solution to the filtering problem for mixed linear/nonlinear state-space models: turbo filtering

Abstract: 

In this manuscript the application of a factor graph approach to the filtering problem for a mixed linear/nonlinear state-space model is investigated. In particular, after developing a factor graph for the considered model, a novel approximate recursive technique for solving such a problem is derived applying the sum-product algorithm and a specific scheduling procedure for message passing to this graph. Then, the application of this technique, dubbed turbo filtering for its conceptual resemblance with turbo decoding of concatenated channel codes, to linear Gaussian systems is investigated. Numerical results for specific state-space models show that turbo filtering can achieve a good performance-complexity tradeoff.

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Paper Details

Authors:
Francesco Montorsi, Matteo Sola, Marco Casparriello
Submitted On:
23 February 2016 - 1:43pm
Short Link:
Type:
Technical report

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turbo_filtering_report.pdf

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[1] Francesco Montorsi, Matteo Sola, Marco Casparriello, "A novel solution to the filtering problem for mixed linear/nonlinear state-space models: turbo filtering", IEEE SigPort, 2015. [Online]. Available: http://sigport.org/208. Accessed: Nov. 22, 2019.
@article{208-15,
url = {http://sigport.org/208},
author = {Francesco Montorsi; Matteo Sola; Marco Casparriello },
publisher = {IEEE SigPort},
title = {A novel solution to the filtering problem for mixed linear/nonlinear state-space models: turbo filtering},
year = {2015} }
TY - EJOUR
T1 - A novel solution to the filtering problem for mixed linear/nonlinear state-space models: turbo filtering
AU - Francesco Montorsi; Matteo Sola; Marco Casparriello
PY - 2015
PB - IEEE SigPort
UR - http://sigport.org/208
ER -
Francesco Montorsi, Matteo Sola, Marco Casparriello. (2015). A novel solution to the filtering problem for mixed linear/nonlinear state-space models: turbo filtering. IEEE SigPort. http://sigport.org/208
Francesco Montorsi, Matteo Sola, Marco Casparriello, 2015. A novel solution to the filtering problem for mixed linear/nonlinear state-space models: turbo filtering. Available at: http://sigport.org/208.
Francesco Montorsi, Matteo Sola, Marco Casparriello. (2015). "A novel solution to the filtering problem for mixed linear/nonlinear state-space models: turbo filtering." Web.
1. Francesco Montorsi, Matteo Sola, Marco Casparriello. A novel solution to the filtering problem for mixed linear/nonlinear state-space models: turbo filtering [Internet]. IEEE SigPort; 2015. Available from : http://sigport.org/208