Exact sequential filtering, smoothing and prediction for nonlinear systems
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Publication:5903873
DOI10.1016/0362-546X(88)90018-1zbMath0663.93069OpenAlexW2148638176MaRDI QIDQ5903873
Robert E. Kalaba, Leigh Tesfatsion
Publication date: 1988
Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0362-546x(88)90018-1
predictionsmoothingdiscrete-time systemsnonlinear filteringKalman and extended Kalman filtersleast- squares cost functions
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Data smoothing in stochastic control theory (93E14)
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