Non-linear filtering by approximation of the a posteriori density
From MaRDI portal
Publication:5565975
DOI10.1080/00207176808905650zbMath0176.08302OpenAlexW2061079827MaRDI QIDQ5565975
Allen R. Stubberud, Harold W. Sorenson
Publication date: 1968
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207176808905650
Related Items
Observer design for discrete and continuous non-linear stochastic systems, Optimal estimation of nonlinear state nonlinear observation systems, Robust, exponentially fast state estimator for some non-linear stochastic systems, Constrained optimal estimation and control, Real-time updating of structural mechanics models using Kalman filtering, modified constitutive relation error, and proper generalized decomposition, Nonlinear filtering algorithms for vector processing machines, On a framework of data assimilation for hyperparameter estimation of spiking neuronal networks, Linear state estimators for non-linear stochastic systems with noisy non-linear observations, Gaussian sum approximation for non-linear fixed-point prediction, Linear and non-linear filters for linear, but not gaussian processes†, On the development of practical nonlinear filters, Partitioned estimation algorithms. I: Nonlinear estimation, Sequential Monte Carlo pricing of American-style options under stochastic volatility models, Linear state estimators for non-linear stochastic systems with noisy non-linear observations, Recursive Bayesian estimation using Gaussian sums, Recursive Bayesian estimation using piecewise constant approximations, An alternative approach to non-linear filtering†, Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems, Developing practical filters for non-linear systems using a new approach, Unnamed Item
Cites Work