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   -> Volume 3, Issue 19


Answer: Wavelets and Kalman filtering (WD 3.18 #7)
 
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David Hsu
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PostPosted: Mon Dec 02, 2002 1:31 pm    
Subject: Answer: Wavelets and Kalman filtering (WD 3.18 #7)
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Answer: Wavelets and Kalman filtering (WD 3.18 #7)

This following is the responses for question 7 in Vol. 3, Issue 18.
Perhaps many waveletters will be interested too.

1. From: Per Bodin

In IEEE Trans. on Automatic Control (vol.39, no 3 1994) the following two
articles can be found maybe they are of some interest.

Multiscale Recursive Estimation, Data Fusion and Regularization
by K.C. Chou, A.S. Willsky, and A. Benveniste

Multiscale Systems, Kalman Filters, and Riccati Equations
by K.C. Chou, A.S. Willsky, and R. Nikoukhah

2. From LHONG@DELTA.CS.WRIGHT.EDU Tue Nov 15 05:55:21 1994

Please check out IEEE Trans. on Auto. Control, Vol. 39, NO. 4, pp.
853--856 and Systems & Control Letters, Vol. 21, (1993), pp. 381-387.

3. From pierrel@pacific.harvard.edu Tue Nov 15 06:43:15 1994

I know that Prof. Willsky at mit (willsky@mit.edu) is
working on multiscale K-F. He is a member of the wavelet group,
and you can ftp his papers.
4. From tmchin@playin.rsmas.miami.edu Tue Nov 15 11:44:34 1994

I used Daubechies wavelet to approximate solution of
Kalman filter with a large state space, and it worked
quite well. The algorithm and experimental results are
described in [Proc.SPIE, vol.2242, pp:842-850, 1994].
(The title of the volume is "Wavelet Applications".)
Sincerely,
Mike Chin
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