Nonlinear filters : estimation and applications /

For a nonlinear filtering problem, the most heuristic and easiest approximation is to use the Taylor series expansion and apply the conventional linear recursive Kalman filter algorithm directly to the linearized nonlinear measurement and transition equations. First, it is discussed that the Taylor...

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Bibliographic Details

Main Author:	Tanizaki, Hisashi
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer-Verlag, [1993]
Series:	Lecture notes in economics and mathematical systems ; 400.
Subjects:	Filters (Mathematics) Nonlinear theories. Niet-lineaire filters. Filter <Stochastik>. Einkommenshypothese / USA. Zeitreihenanalyse / Theorie. Electronic books.
Online Access:	Connect to the full text of this electronic book