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arXiv · 2512.17737

Recursive state estimation via approximate modal paths

Filip Tronarp
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Abstract

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.

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Filip Tronarp. 2025-12-19. Recursive state estimation via approximate modal paths. https://arxiv.org/abs/2512.17737

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