Interpolative spline filters
An optimal phase demodulation problem is resolved by the numerical synthesis of the optimal nonlinear filter. The synthesis is achieved by representing the relevant conditional density of phase and phase rate by multiple dimensional interpolative splines under tension. This realization technique is compared in terms of speed of estimate production, estimate and conditional density accuracy with other realization schemes, point mass cyclic, and Fourier realization. A complete Monte Carlo program for this method is given as well as Monte Carlo performance.
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THE FILTERING PROBLEM
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