CODED FILTER

摘要

A method and apparatus for estimating and compensating for a broad class of non-Gaussian sensor and process noise. In one example, a coded filter combines a dynamic state estimator (for example, a Kalman filter) and a non-linear estimator to provide approximations of the non-Gaussian process and sensor noise associated with a dynamic system. These approximations are used by the dynamic state estimator to correct sensor measurements or to alter the dynamic model governing evolution of the system state. Examples of coded filters leverage compressive sensing techniques in combination with error models based on concepts of compressibility and the application of efficient convex optimization processes.