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

Mathematics Subject Classification ID

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

Recommendations

• Kalman filters for non-linear systems: a comparison of performance
• Nonlinear state estimation, indistinguishable states, and the extended Kalman filter
• Optimal recursive iterative algorithm for discrete nonlinear least-squares estimation
• Biases and accuracy of, and an alternative to, discrete nonlinear filters
• Exact sequential filtering, smoothing and prediction for nonlinear systems

Cites work

• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• 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

Cited in

(21)

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

This page was built for publication: A comparison of three non-linear filters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2545482)