Dimensional interpolation for nonlinear filters

Fred Daum

doi:10.1117/12.610466

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15 September 2005 Dimensional interpolation for nonlinear filters

Fred Daum

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Proceedings Volume 5913, Signal and Data Processing of Small Targets 2005; 59131E (2005) https://doi.org/10.1117/12.610466
Event: Optics and Photonics 2005, 2005, San Diego, California, United States

Abstract

Dimensional interpolation has been used successfully by physicists and chemists to solve the Schroedinger equation for atoms and complex molecules. The same basic idea can be used to solve the Fokker-Planck equation for nonlinear filters. In particular, it is well known (by physicists) that two Schroedinger equations are equivalent to two Fokker-Planck equations. Moreover, we can avoid the Schroedinger equation altogether and use dimensional interpolation directly on the Fokker-Planck equation. Dimensional interpolation sounds like a crazy idea, but it works. We will attempt to make this paper accessible to normal engineers who do not have quantum mechanics for breakfast.

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Fred Daum "Dimensional interpolation for nonlinear filters", Proc. SPIE 5913, Signal and Data Processing of Small Targets 2005, 59131E (15 September 2005); https://doi.org/10.1117/12.610466

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