Nonlinear filters approximations by cumulant function expansion: The polynomial case

DOI10.1016/0307-904X(91)90013-FMaRDI QIDQ757322zbMATH OpenOpenAlexFDO

Authors G. Rigal, Thierry E. Huillet

Publication date 1991

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0307-904x(91)90013-f

zbMATH Keywords

simulationsNonlinear filteringExamplesKalman filter technique

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System identification (93B30)

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• scientific article; zbMATH DE number 3814654 (Why is no real title available?)
• scientific article; zbMATH DE number 3291720 (Why is no real title available?)
• scientific article; zbMATH DE number 3349815 (Why is no real title available?)
• Current algebras and the identification problem
• On lie algebras and finite dimensional filtering
• Stochastic processes and filtering theory

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• Nonlinear filtering. A weighted mean squares approach and a Bayesian one via the maximum entropy principle
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• A new type of transitional filter based on summation of polynomials
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