Optimal filtering by neural networks with range extenders and/or reducers
AssigneeMaryland Technology Corporation
InventorsJames Ting-Ho Lo, Lei Yu
Life of this patent
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AssigneeMaryland Technology Corporation
InventorsJames Ting-Ho Lo, Lei Yu
Estimating the term…
A method and apparatus is provided for processing a measurement process to estimate a signal process, even if the signal and/or measurement processes have large and/or expanding ranges. The method synthesizes training data comprising realizations of the signal and measurement processes into a primary filter for estimating the signal process and, if required, an ancillary filter for providing the primary filter's estimation error statistics. The primary and ancillary filters each comprise an artificial recurrent neural network (RNN) and at least one range extender or reducer. Their implementation results in the filtering apparatus. Many types of range extender and reducer are disclosed, which have different degrees of effectiveness and computational cost. For a neural filter under design, range extenders and/or reducers are selected from those types jointly with the architecture of the RNN in consideration of the filtering accuracy, the RNN size and the computational cost of each selected range extender and reducer so as to maximize the cost effectiveness of the neural filter. The aforementioned synthesis is performed through training RNNs together with range extenders and/or reducers.
A method for processing an m-dimensional vector-valued measurement process to estimate an n-dimensional vector-valued signal process, said method comprising the steps of:
A method for evaluating a q-dimensional vector-valued estimation error statistic process, that is required for a primary filter for processing an m-dimensional vector-valued measurement process to estimate an n-dimensional vector-valued signal process, said method comprising the steps of:
A method for evaluating a q-dimensional vector-valued estimation error statistic process, that is required for a primary filter for processing an m-dimensional vector-valued measurement process to estimate an n-dimensional vector-valued signal process, said method comprising the steps of:
A primary filter for processing an m-dimensional vector-valued measurement process to estimate an n-dimensional vector-valued signal process with respect to a selected estimation error criterion, said primary filter being an implementation of a neural system comprising a recurrent neural network, of a selected recurrent neural network paradigm, and at least one range transformer.
An ancillary filter for evaluating, with respect to an ancillary estimation error criterion, a q-dimensional vector-valued estimation error statistic process, that is required for a primary filter for processing an m-dimensional vector-valued measurement process to estimate an n-dimensional vector-valued signal process, said ancillary filter being an implementation of an ancillary neural system comprising an ancillary recurrent neural network, of a selected ancillary recurrent neural network paradigm, and at least one ancillary range transformer.
A method for processing an m-dimensional vector-valued measurement process to estimate an n-dimensional vector-valued signal process, said signal and measurement processes being time-variant with said signal and measurement processes' time-variant property described by a p-dimensional vector-valued time function, said method comprising the steps of:
A method for evaluating a q-dimensional vector-valued estimation error statistic process, that is required for a primary filter with augmented input terminals for processing an m-dimensional vector-valued measurement process to estimate an n-dimensional vector-valued signal process, said signal and measurement processes being time-variant with said signal and measurement processes' time-variant property described by a p-dimensional vector-valued time function, said method comprising the steps of:
A method for evaluating a q-dimensional vector-valued estimation error statistic process, that is required for a primary filter with augmented input terminals for processing an m-dimensional vector-valued measurement process to estimate an n-dimensional vector-valued signal process, said signal and measurement processes being time-variant with said signal and measurement processes' time-variant property described by a p-dimensional vector-valued time function, said method comprising the steps of:
A primary filter with augmented input terminals for processing an m-dimensional vector-valued measurement process to estimate an n-dimensional vector-valued signal process with respect to a selected estimation error criterion, which signal and measurement processes are time-variant with said signal and measurement processes' time-variant property described by a p-dimensional vector-valued time function, said primary filter with augmented input terminals being an implementation of a neural system comprising a recurrent neural network, of a selected neural network paradigm, and at least one range transformer.
An ancillary filter with augmented input terminals for evaluating, with respect to an ancillary estimation error criterion, a q-dimensional vector-valued estimation error statistic process, that is required for a primary filter with augmented input terminals for processing an m-dimensional vector-valued measurement process to estimate an n-dimensional vector-valued signal process, said signal and measurement processes being time-variant with said signal and measurement processes' time-variant property described by a p-dimensional vector-valued time function, said ancillary filter with augmented input terminals being an implementation of an ancillary neural system comprising an ancillary recurrent neural network, of a selected ancillary recurrent neural network paradigm, and at least one ancillary range transformer.
A method for processing a vector-valued measurement process to estimate a vector-valued signal process in an interactive environment composed of an environment transition system and an environment observation system, said method comprising the steps of:
A method for evaluating a vector-valued estimation error statistic process, that is required for a primary filter for processing a vector-valued measurement process to estimate a vector-valued signal process in an interactive environment composed of an environment transition system and an environment observation system, said method comprising the steps of:
A method for evaluating a vector-valued estimation error statistic process, that is required for a primary filter for processing a vector-valued measurement process to estimate a vector-valued signal process in an interactive environment composed of an environment transition system and an environment observation system, said method comprising the steps of:
A primary filter for processing a vector-valued measurement process to estimate a vector-valued signal process with respect to a selected estimation error criterion in an interactive environment composed of an environment transition system and an environment observation system, said primary filter being an implementation of a neural system comprising a recurrent neural network, of a selected recurrent neural network paradigm, and at least one range transformer.
An ancillary filter for evaluating, with respect to an ancillary estimation error criterion, a vector-valued estimation error statistic process, that is required for a primary filter for processing a vector-valued measurement process to estimate a vector-valued signal process in an interactive environment composed of an environment transition system and an environment observation system, said ancillary filter being an implementation of an ancillary neural system comprising an ancillary recurrent neural network, of a selected ancillary recurrent neural network paradigm, and at least one ancillary range transformer.
A method for processing a vector-valued measurement process to estimate a vector-valued signal process, which signal and measurement processes are time-variant with said signal and measurement processes' time-variant property described by a vector-valued time function, in an interactive environment composed of an environment transition system and an environment observation system, said method comprising the steps of:
A method for evaluating a vector-valued estimation error statistic process, that is required for a primary filter with augmented input terminals for processing a vector-valued measurement process to estimate a vector-valued signal process, said signal and measurement processes being time-variant with said signal and measurement processes' time-variant property described by a vector-valued time function, in an interactive environment composed of an environment transition system and an environment observation system, said method comprising the steps of:
A method for evaluating a vector-valued estimation error statistic process, that is required for a primary filter with augmented input terminals for processing a vector-valued measurement process to estimate a vector-valued signal process, said signal and measurement processes being time-variant with said signal and measurement processes' time-variant property described by a vector-valued time function, in an interactive environment composed of an environment transition system and an environment observation system, said method comprising the steps of:
A primary filter with augmented input terminals for processing an m-dimensional vector-valued measurement process to estimate an n-dimensional vector-valued signal process with respect to a selected estimation error criterion, which signal and measurement processes are time-variant with said signal and measurement processes' time-variant property described by a p-dimensional vector-valued time function, said primary filter with augmented input terminals being an implementation of a neural system comprising a recurrent neural network, of a selected neural network paradigm, and at least one range transformer.
An ancillary filter with augmented input terminals for evaluating, with respect to an ancillary estimation error criterion, a vector-valued estimation error statistic process, that is required for a primary filter with augmented input terminals for processing a vector-valued measurement process to estimate a vector-valued signal process, said signal and measurement processes being time-variant with said signal and measurement processes' time-variant property described by a vector-valued time function, in an interactive environment composed of an environment transition system and an environment observation system, said ancillary filter with augmented input terminals being an implementation of an ancillary neural system comprising an ancillary recurrent neural network, of a selected ancillary recurrent neural network paradigm, and at least one ancillary range transformer.
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