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Author Joannides, M. ♦ LeGland, F.
Source IEEE Xplore Digital Library
Content type Text
Publisher Institute of Electrical and Electronics Engineers, Inc. (IEEE)
File Format PDF
Copyright Year ©1997
Language English
Subject Domain (in DDC) Technology ♦ Engineering & allied operations ♦ Other branches of engineering
Subject Keyword Nonlinear filters ♦ Additive white noise ♦ Bayesian methods ♦ Probability distribution ♦ Filtering ♦ Symmetric matrices ♦ Gaussian noise ♦ Electronic mail ♦ White noise ♦ Nonlinear equations
Abstract We study the asymptotic behaviour of the Bayesian estimator for a deterministic signal in additive Gaussian white noise, in the case where the set of minima of the Kullback-Leibler information is a submanifold of the parameter space. This problem includes as a special case the study of the asymptotic behaviour of the nonlinear filter, when the state equation is noise-free, and when the limiting deterministic system is nonobservable. We present a practical example where this situation occurs. We give an explicit expression of the limit, as the noise intensity goes to zero, of the posterior probability distribution of the parameter, and we study the rate of convergence.
Description Author affiliation: IRISA, Rennes, France (Joannides, M.)
ISBN 0780341872
ISSN 01912216
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research ♦ Reading
Education Level UG and PG
Learning Resource Type Article
Publisher Date 1997-12-12
Rights Holder Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Size (in Bytes) 480.19 kB
Page Count 6
Starting Page 1663
Ending Page 1668

Source: IEEE Xplore Digital Library