Nonlinear filters approximations by cumulant function expansion: The polynomial case

DOI10.1016/0307-904X(91)90013-FzbMATH Open0722.93070OpenAlexW2042350420MaRDI QIDQ757322FDOQ757322

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

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zbMATH Keywords

simulationsNonlinear filteringExamplesKalman filter technique

Mathematics Subject Classification ID

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

Cites Work

• Stochastic processes and filtering theory
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• Current algebras and the identification problem
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• On lie algebras and finite dimensional filtering

Cited In (8)

• Third-order approximate Kushner filter for a non-linear dynamical system
• A Practical Approach to Nonlinear Estimation by Using the Maximum Entropy Principle
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonlinear filtering. A weighted mean squares approach and a Bayesian one via the maximum entropy principle
• Title not available (Why is that?)
• A new type of transitional filter based on summation of polynomials
• Fourier-Hermite expansions for nonlinear filtering

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