Recursive Bayesian estimation using piecewise constant approximations

DOI10.1016/0005-1098(88)90055-6zbMath0682.93058OpenAlexW2093871828MaRDI QIDQ1824597

Stuart C. Kramer, Harold W. Sorenson

Publication date: 1988

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(88)90055-6

zbMATH Keywords

system identificationdiscrete-time stochastic systemconditional densitiesstandard white noise

Mathematics Subject Classification ID

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Cites Work

• Digital synthesis of non-linear filters
• Optimal quadrature formula nonlinear estimators
• Bayesian system identification
• On the development of practical nonlinear filters
• Gaussian sum approximations in nonlinear filtering and control
• Parameter estimation using splines
• Recursive Bayesian estimation using Gaussian sums
• Reproducing probability density classes on Lie groups with application to discrete-time filtering (Corresp.)
• Edgeworth expansions in state perturbation estimation
• Recursive estimation in the presence of uniformly distributed measurement noise
• A note on the iterative application of Bayes' rule
• Non-linear filtering by approximation of the a posteriori density
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