On the development of practical nonlinear filters

DOI10.1016/0020-0255(74)90017-6MaRDI QIDQ1211467zbMATH OpenOpenAlexFDO

Authors Harold W. Sorenson

Publication date 1974

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0020-0255(74)90017-6

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites work

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Cited in

(14)

• On optimal lateness and tardiness scheduling in real-time systems
• Recursive nonlinear estimation: Geometry of a space of posterior densities
• Partitioned estimation algorithms. I: Nonlinear estimation
• Parameter estimation using splines
• Quasi-stochastic integration filter for nonlinear estimation
• Recursive Bayesian estimation using piecewise constant approximations
• Truncation nonlinear filters for state estimation with nonlinear inequality constraints
• Stochastic integration filter with improved state estimate mean-square error computation
• A new method for sequential learning of states and parameters for state-space models: the particle swarm learning optimization
• Point-mass filter: density specific grid design and implementation
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• Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems
• Recursive nonlinear estimation: A geometric approach
• Derivative-free estimation methods: new results and performance analysis

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