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Proceedings Paper

Seventeen dubious methods to approximate the gradient for nonlinear filters with particle flow
Author(s): Fred Daum; Jim Huang; Misha Krichman; Talia Kohen
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Paper Abstract

We have investigated more than 17 distinct methods to approximate the gradient of the loghomotopy 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: 4 September 2009
PDF: 9 pages
Proc. SPIE 7445, Signal and Data Processing of Small Targets 2009, 74450V (4 September 2009); doi: 10.1117/12.823519
Show Author Affiliations
Fred Daum, Raytheon Co. (United States)
Jim Huang, Raytheon Co. (United States)
Misha Krichman, Raytheon Co. (United States)
Talia Kohen, Raytheon Co. (United States)


Published in SPIE Proceedings Vol. 7445:
Signal and Data Processing of Small Targets 2009
Oliver E. Drummond; Richard D. Teichgraeber, Editor(s)

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