IEEE Transactions on Automatic Control, Vol.58, No.3, 763-768, 2013
Modal Trajectory Estimation Using Maximum Gaussian Mixture
This technical note deals with the estimation of the whole trajectory of a stochastic dynamic system with highest probability, conditionally upon the past observation process, using a maximum Gaussian mixture. We first recall the Gaussian sum technique applied to minimum variance filtering. It is then shown that the same concept of Gaussian mixture can be applied in that context, provided we replace the Sum operator by the Max operator.