Double Bayesian Smoothing as Message Passing

You are here

Top Reasons to Join SPS Today!

1. IEEE Signal Processing Magazine
2. Signal Processing Digital Library*
3. Inside Signal Processing Newsletter
4. SPS Resource Center
5. Career advancement & recognition
6. Discounts on conferences and publications
7. Professional networking
8. Communities for students, young professionals, and women
9. Volunteer opportunities
10. Coming soon! PDH/CEU credits
Click here to learn more.

Double Bayesian Smoothing as Message Passing

By: 
Pasquale Di Viesti; Giorgio Matteo Vitetta; Emilio Sirignano

Recently, a novel method for developing filtering algorithms, based on the interconnection of two Bayesian filters and called double Bayesian filtering, has been proposed. In this manuscript we show that the same conceptual approach can be exploited to devise a new smoothing method, called double Bayesian smoothing. A double Bayesian smoother combines a double Bayesian filter, employed in its forward pass, with the interconnection of two backward information filters used in its backward pass. As a specific application of our general method, a detailed derivation of double Bayesian smoothing algorithms for conditionally linear Gaussian systems is illustrated. Numerical results for two specific dynamic systems evidence that these algorithms can achieve a better complexity-accuracy tradeoff and tracking capability than other smoothing techniques recently appeared in the literature.

SPS on Twitter

  • Join us on Friday, 21 May at 1:00 PM EST when Dr. Amir Asif (York University) shares his journey and the importance… https://t.co/SLJGLI3K8u
  • There's still time to apply for PROGRESS! Visit https://t.co/0h4GgRY1Jr to connect with signal processing leaders a… https://t.co/dQNnkxpv8f
  • This Saturday, 8 May, join the SPS JSS Academy of Technical Education Noida Student Branch Chapter in collaboration… https://t.co/lFVmmVucvG
  • The SPACE Webinar Series continues this Tuesday, 4 May at 10:00 AM Eastern when Dr. Lei Tian presents "Modeling and… https://t.co/9emEVjOInK
  • The second annual IEEE SIGHT Day will take place on 28 April! This year’s theme is “Celebrating 10 years of IEEE SI… https://t.co/V18yEHtJJl

SPS Videos


Signal Processing in Home Assistants

 


Multimedia Forensics


Careers in Signal Processing             

 


Under the Radar