A comparison of three non-linear filters

DOI10.1016/0005-1098(69)90110-1zbMATH Open0214.47303OpenAlexW1973108647MaRDI QIDQ2545482FDOQ2545482

Authors: R. P. Wishner, J. A. Tabaczynski, Michael Athans 

Publication date: 1969

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(69)90110-1

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Title not available (Why is that?)
• Dynamical equations for optimal nonlinear filtering
• Estimation of the state of a nonlinear process in the presence of nongaussian noise and disturbances
• Optimal multichannel nonlinear filtering

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• Biases and accuracy of, and an alternative to, discrete nonlinear filters
• Gaussian sum approximations in nonlinear filtering and control
• Parameter estimation of slow potassium dynamics in a neuron model for seizure-like activity via adaptive lag synchronization and unscented Kalman filter
• A review of process identification and parameter estimation techniques†
• System identification. A survey
• Nonlinear filters based on taylor series expansions^∗
• Nonlinear and non-gaussian state estimation: A quasi-optimal estimator
• A multi‐tone central divided difference frequency tracker with adaptive process noise covariance tuning
• Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.
• Estimation for a class of generalized state-space time series models.
• Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
• On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
• On the development of practical nonlinear filters
• A non-linear filter with higher-order weighting functions via invariant imbedding
• On sub-optimal fixed point and fixed lag smoothing in non-linear systems
• Computational algorithms for discrete detection and likelihood ratio computation
• A Gaussian sum approach to the multi-target identification-tracking problem
• Adaptive non-linear Bayesian estimation for bounded-noise systems†
• On second-order filter performance
• Stochastic optimal control for non-linear dynamical systems under noisy observations

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