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Bayesian Formulation of Nonlinear Filters and Their Electronic Implementation
Sadanobu YOSHIMOTO Kiichi URAHAMA
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 1998/02/25
Print ISSN: 0916-8508
Type of Manuscript: LETTER
Category: Analog Signal Processing
nonlinear filter, statistical estimation, analog circuit,
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Fundamental nonlinear filters including M-filters 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.