Recursive state estimation via approximate modal paths
Fuente:
arXiv
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866911328157827072 |
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| author | Tronarp, Filip |
| author_facet | Tronarp, Filip |
| contents | In this paper, a method for recursively computing approximate modal paths is developed. A recursive formulation of the modal path can be obtained either by backward or forward dynamic programming. By combining both methods, a ``two-filter'' formula is demonstrated. Both method involves a recursion over a so-called value function, which is intractable in general. This problem is overcome by quadratic approximation of the value function in the forward dynamic programming paradigm, resulting in both a filtering and smoothing method. The merit of the approach is verified in a simulation experiments, where it is shown to be on par or better than other modern algorithms. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_17737 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Recursive state estimation via approximate modal paths Tronarp, Filip Methodology In this paper, a method for recursively computing approximate modal paths is developed. A recursive formulation of the modal path can be obtained either by backward or forward dynamic programming. By combining both methods, a ``two-filter'' formula is demonstrated. Both method involves a recursion over a so-called value function, which is intractable in general. This problem is overcome by quadratic approximation of the value function in the forward dynamic programming paradigm, resulting in both a filtering and smoothing method. The merit of the approach is verified in a simulation experiments, where it is shown to be on par or better than other modern algorithms. |
| title | Recursive state estimation via approximate modal paths |
| topic | Methodology |
| url | https://arxiv.org/abs/2512.17737 |