Gaussian sum approximation for non-linear fixed-point prediction

DOI10.1080/00207178308933128MaRDI QIDQ3313748zbMATH OpenOpenAlexFDO

Authors Takakazu Namera, Allen R. Stubberud

Publication date 1983

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178308933128

zbMATH Keywords

fixed-point predictionGaussian approximationnonlinear filtering

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stochastic approximation (62L20) Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11)

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Cites work

• Non-linear filtering by approximation of the a posteriori density
• Recursive Bayesian estimation using Gaussian sums
• Stochastic processes and filtering theory

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