Title
Inverse Filtering For Linear Gaussian State-Space Models
Abstract
This paper considers inverse filtering problems for linear Gaussian state-space systems. We consider three problems of increasing generality in which the aim is to reconstruct the measurements and/or certain unknown sensor parameters, such as the observation likelihood, given posteriors (i. e., the sample path of mean and covariance). The paper is motivated by applications where one wishes to calibrate a Bayesian estimator based on remote observations of the posterior estimates, e. g., determine how accurate an adversary's sensors are. We propose inverse filtering algorithms and evaluate their robustness with respect to noise (e. g., measurement or quantization errors) in numerical simulations.
Year
DOI
Venue
2018
10.1109/CDC.2018.8619013
2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC)
Field
DocType
ISSN
Inverse,Signal processing,Mathematical optimization,Computer science,Filter (signal processing),Algorithm,Robustness (computer science),Gaussian,Quantization (signal processing),State space,Covariance
Conference
0743-1546
Citations 
PageRank 
References 
0
0.34
0
Authors
4
Name
Order
Citations
PageRank
Robert Mattila143.51
Cristian R. Rojas225243.97
Vikram Krishnamurthy3925162.74
Bo Wahlberg421040.68