Applications

  • R. S. Bucy
Part of the Signal Processing and Digital Filtering book series (SIGNAL PROCESS)

Abstract

Recall from the previous lecture that the conditional density is given by
$${P^{{x_n}|{z_o} \ldots {z_n}}}\left( \xi \right) \triangleq {F_n}\left( \xi \right) = \frac{{{D_n}\left( \xi \right){P_n}\left( \xi \right)}}{{{N_n}}},$$
Where Dn is
$${D_n}\left( \xi \right) = {v_n}\left( {{z_n} - h\left( \xi \right)} \right),$$
ν n is the density of the nth observation noise, and
$${N_n} = \int { \cdots \int {{D_n}} } \left( \xi \right){f_n}\left( \xi \right)d\xi $$
is the normalizing factor.

Keywords

Convolution Acoustics 

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Copyright information

© Springer-Verlag New York, Inc. 1994

Authors and Affiliations

  • R. S. Bucy
    • 1
  1. 1.Department of Aerospace EngineeringUniversity of Southern CaliforniaLos AngelesUSA

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