Nonlinear filters based on taylor series expansions∗

DOI10.1080/03610929608831763zbMath0875.62436MaRDI QIDQ4337190

Hisashi Tanizaki, Roberto S. Mariano

Publication date: 19 May 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831763

zbMATH Keywords

extended Kalman filter; Taylor series expansion; Monte-Carlo simulation filter; random draws; second-order nonlinear filter

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

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