A Gaussian approximation recursive filter for nonlinear systems with correlated noises (Q1937522)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A Gaussian approximation recursive filter for nonlinear systems with correlated noises
scientific article

    Statements

    A Gaussian approximation recursive filter for nonlinear systems with correlated noises (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    1 March 2013
    0 references
    nonlinear stochastic systems
    0 references
    correlated noises
    0 references
    Gaussian approximation filter
    0 references
    divided difference filter
    0 references
    predictive probability density function
    0 references
    minimum mean square error (MMSE)
    0 references
    divided difference filter (DDF)
    0 references

    Identifiers