A nonlinear filtering algorithm based on an approximation of the conditional distribution
From MaRDI portal
Publication:4507064
DOI10.1109/9.847749zbMath0976.93080MaRDI QIDQ4507064
Harold J. Kushner, Amarjit Budhiraja
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/f8a4367201b986c1c733724b0a1c26e6401223ad
Related Items
Unnamed Item, Non-Gaussian Bayesian filtering by density parametrization using power moments, A quadrature-based method of moments for nonlinear filtering, A separation theorem for nonlinear systems, A simulation approach to optimal stopping under partial information, A survey of numerical methods for nonlinear filtering problems, A partial history of the early development of continuous-time nonlinear stochastic systems theory, Unnamed Item