Bayesian formulation of nonlinear filters and their electronic implementation

Sadanobu Yoshimoto, Kiichi Urahama

Research output: Contribution to journalArticle

Abstract

Fundamental nonlinear filters including Mfilters and order statistic filters are formulated generally by the maximum a-posteriori (MAP) estimation and some filters are derived with the aid of the Bayes formula. This MAP-filters reduces to M-filters if a-priori probability distribution is uniform, while the rank filters are derived when a-priori bias exists in the MAP estimation. This MAP-filters are implemented with an analog electronic circuit and the log-likelihood is shown to be a Liapunov function for the dynamics of this circuit.

Original languageEnglish
Pages (from-to)343-346
Number of pages4
JournalIEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
VolumeE81-A
Issue number2
Publication statusPublished - Jan 1 1998

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Nonlinear Filters
Electronics
Filter
Formulation
Networks (circuits)
Probability distributions
Maximum a Posteriori Estimation
Maximum a Posteriori
Statistics
Analogue Electronic Circuits
Bayes' Formula
Liapunov Function
Order Statistics
Likelihood
Probability Distribution

All Science Journal Classification (ASJC) codes

  • Signal Processing
  • Computer Graphics and Computer-Aided Design
  • Electrical and Electronic Engineering
  • Applied Mathematics

Cite this

Bayesian formulation of nonlinear filters and their electronic implementation. / Yoshimoto, Sadanobu; Urahama, Kiichi.

In: IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences, Vol. E81-A, No. 2, 01.01.1998, p. 343-346.

Research output: Contribution to journalArticle

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