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| Main Author: | |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2512.17737 |
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Table of 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.