Nonlinear Filters : Estimation and Applications /

Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters such as the extended Kalman filter and the Gaussian sum filter give biased filtering estimates, and therefore several nonlinear and nonnormal filters have been derived from the underlying probability density...

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Bibliographic Details

Main Author:	Tanizaki, Hisashi
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1996.
Edition:	Second Revised and Enlarged Edition.
Subjects:	Economics. Economics > Statistics. Electronic books. Statistics.
Online Access:	Connect to the full text of this electronic book