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Proceedings Paper

Dimensional interpolation for nonlinear filters
Author(s): Fred Daum
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Paper Abstract

Dimensional interpolation has been used successfully by physicists and chemists to solve the Schroedinger equation for atoms and complex molecules. The same basic idea can be used to solve the Fokker-Planck equation for nonlinear filters. In particular, it is well known (by physicists) that two Schroedinger equations are equivalent to two Fokker-Planck equations. Moreover, we can avoid the Schroedinger equation altogether and use dimensional interpolation directly on the Fokker-Planck equation. Dimensional interpolation sounds like a crazy idea, but it works. We will attempt to make this paper accessible to normal engineers who do not have quantum mechanics for breakfast.

Paper Details

Date Published: 15 September 2005
PDF: 8 pages
Proc. SPIE 5913, Signal and Data Processing of Small Targets 2005, 59131E (15 September 2005); doi: 10.1117/12.610466
Show Author Affiliations
Fred Daum, Raytheon Co. (United States)

Published in SPIE Proceedings Vol. 5913:
Signal and Data Processing of Small Targets 2005
Oliver E. Drummond, Editor(s)

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