Using nonlinear filtering for matching random process

  • O. A. Stepanov
  • Published 2001 in 2001 European Control Conference (ECC)


The problem of matching noise samples of random processes is studied in the context of nonlinear filtering theory. The relation between the optimal matching algorithm and the similar algorithm derived in the case when one of the samples is exactly known is discussed. The Cramer-Rao inequality is used to analyze the matching accuracy. The reasons of matching… (More)