A two-step bilinear filtering approximation

DOI10.1109/TASSP.1984.1164330MaRDI QIDQ3692553zbMATH OpenFDO

Authors Talal U. Halawani, Ronald R. Mohler, Wojciech J. Kolodziej

Publication date 1984

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TASSP.1984.1164330

zbMATH Keywords

bilinear modelnew approximation techniquenonlinear filteringpartially observable systemreal-time communicationsonar applications

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

Recommendations

• An approximation for the nonlinear filtering problem, with error bound^†
• scientific article; zbMATH DE number 4066758
• scientific article; zbMATH DE number 4145818
• A nonlinear filtering algorithm based on an approximation of the conditional distribution
• Analysis of a new nonlinear filter and tracking methodology (Corresp.)

Cited in

(10)

• Volterra series arising from the discrete Schrödinger wave equation in \(L^{2}[a, b]\) space
• Analysis of a new nonlinear filter and tracking methodology (Corresp.)
• Adaptive suboptimal filtering of bilinear systems
• Two-Time-Scale Approximation for Wonham Filters
• scientific article; zbMATH DE number 4102958 (Why is no real title available?)
• scientific article; zbMATH DE number 1780022 (Why is no real title available?)
• scientific article; zbMATH DE number 4115647 (Why is no real title available?)
• scientific article; zbMATH DE number 3893067 (Why is no real title available?)
• Partially-observed bilinear nonzero-sum stochastic differential game with affine-quadratic discounted payoff and application to competitive advertising
• A connection between multi-linear and Volterra systems

This page was built for publication: A two-step bilinear filtering approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3692553)