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Proceedings Paper

Gradient estimation for particle flow induced by log-homotopy for nonlinear filters
Author(s): Frederick Daum; Jim Huang; A. J. Noushin; Misha Krichman
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Paper Abstract

We study 17 distinct methods to approximate the gradient of the log-homotopy for nonlinear filters. This is a challenging problem because the data are given as function values at random points in high dimensional space. This general problem is important in optimization, financial engineering, quantum chemistry, chemistry, physics and engineering. The best general method that we have developed so far uses a simple idea borrowed from geology combined with a fast approximate k-NN algorithm. Extensive numerical experiments for five classes of problems shows that we get excellent performance.

Paper Details

Date Published: 28 April 2009
PDF: 11 pages
Proc. SPIE 7336, Signal Processing, Sensor Fusion, and Target Recognition XVIII, 733602 (28 April 2009); doi: 10.1117/12.817391
Show Author Affiliations
Frederick Daum, Raytheon Co. (United States)
Jim Huang, Raytheon Co. (United States)
A. J. Noushin, Raytheon Co. (United States)
Misha Krichman, Raytheon Co. (United States)


Published in SPIE Proceedings Vol. 7336:
Signal Processing, Sensor Fusion, and Target Recognition XVIII
Ivan Kadar, Editor(s)

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