Recursive filters determined from implicit formulations

DOI10.1002/CNM.1630081103MaRDI QIDQ4015362zbMATH OpenOpenAlexFDO

Authors William H. Raymond

Publication date 18 January 1993

Published in Communications in Applied Numerical Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cnm.1630081103

zbMATH Keywords

Cholesky matrix factorizationdifference equationshigh-frequency noiseimplicit filterslow-pass filteringrecursive filterssignal processing

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical methods for trigonometric approximation and interpolation (65T40) Filtering in stochastic control theory (93E11)

Cited in

(4)

• Implicative UP-filters
• An iterative implementation of the implicit nonlinear filter
• scientific article; zbMATH DE number 5150813 (Why is no real title available?)
• A random map implementation of implicit filters

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