Optimal multichannel nonlinear filtering

DOI10.1016/0022-247X(66)90193-4zbMath0144.39903OpenAlexW1991934991MaRDI QIDQ2523661

Robert W. Bass, Lawrence Schwartz, V. D. Norum

Publication date: 1966

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(66)90193-4

zbMATH Keywords

probability theory

Related Items (14)

Recursive Filtering for Systems with Small but Non-negligible Non-linearities ⋮ Identification via Non-linear Filtering ⋮ A second-order method for state estimation of non-linear dynamical systems† ⋮ A non-linear filter with higher-order weighting functions via invariant imbedding ⋮ Exact and approximate state estimation for nonlinear dynamic systems ⋮ Discrete-time demodulation of angle-modulated analog signals transmitted over fading channels ⋮ An adaptive algorithm for optimal non-linear estimation in stochastic systems ⋮ A valid mathematical model for approximate nonlinear minimal-variance filtering ⋮ Maximum-likelihood recursive nonlinear filtering ⋮ Digital synthesis of non-linear filters ⋮ A comparison of three non-linear filters ⋮ Third-order approximate Kushner filter for a non-linear dynamical system ⋮ Dynamic linearization and nonlinear filtering with application to a tracking problem ⋮ Analytical methods for performance evaluation of nonlinear filters

Cites Work

• On the relation between ordinary and stochastic differential equations
• Conditional Markov Processes
• On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal multichannel nonlinear filtering