Cover Image

Nonlinear Filters : Estimation and Applications /

Show other versions (3)

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...

Full description

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
Table of Contents:
  • Contents: Introduction
  • State-Space Model in Linear Case
  • Traditional Nonlinear Filters
  • Density Based Nonlinear Filters
  • Monte-Carlo Experiments
  • Application of Ninlinear Filters
  • Prediction and Smoothing
  • Summary and Concluding Remarks.