State smoothing and filtering using a constant memory for dynamic systems with nonlinear interference and missing obvservations (Q916628)
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scientific article; zbMATH DE number 4154352
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| English | State smoothing and filtering using a constant memory for dynamic systems with nonlinear interference and missing obvservations |
scientific article; zbMATH DE number 4154352 |
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State smoothing and filtering using a constant memory for dynamic systems with nonlinear interference and missing obvservations (English)
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1990
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The estimation of the state of a partially observed nonlinear discrete-time stochastic system by finite-state approximation is proposed. Previous schemes require an exponentially increasing memory with time. Here the state estimation is carried out in blocks so that its implementation requires only a constant memory. Numerical simulations are presented. No convergence property is discussed.
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finite-state approximation
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0.8939168453216553
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0.8279973268508911
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0.8278393745422363
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0.816410481929779
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