A Gaussian approximation recursive filter for nonlinear systems with correlated noises (Q1937522)
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scientific article; zbMATH DE number 6140468
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| English | A Gaussian approximation recursive filter for nonlinear systems with correlated noises |
scientific article; zbMATH DE number 6140468 |
Statements
A Gaussian approximation recursive filter for nonlinear systems with correlated noises (English)
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1 March 2013
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nonlinear stochastic systems
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correlated noises
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Gaussian approximation filter
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divided difference filter
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predictive probability density function
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minimum mean square error (MMSE)
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divided difference filter (DDF)
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0.9057651162147522
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0.8655627965927124
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0.805168867111206
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0.801064133644104
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