DocumentCode
1344137
Title
Nonlinear filtering via generalized Edgeworth series and Gauss-Hermite quadrature
Author
Challa, Subhash ; Bar-Shalom, Yaakov ; Krishnamurthy, Vikram
Author_Institution
Dept. of Electr. & Electron. Eng., Melbourne Univ., Parkville, Vic., Australia
Volume
48
Issue
6
fYear
2000
fDate
6/1/2000 12:00:00 AM
Firstpage
1816
Lastpage
1820
Abstract
In this correspondence, an approximate nonlinear filter is presented for systems with continuous time dynamics and discrete time measurements. The filter is based on a combination of generalized Edgeworth series (GES) expansion of probability density functions and Gauss-Hermite quadrature (GHQ); application to a passive tracking problem is also presented
Keywords
continuous time systems; discrete time systems; nonlinear filters; series (mathematics); tracking; Gauss-Hermite quadrature; approximate nonlinear filter; continuous time dynamics; discrete time measurements; generalized Edgeworth series; nonlinear filtering; passive tracking problem; probability density functions; Counting circuits; Distortion; Filter bank; Filtering; Gaussian processes; Interconnected systems; Linear systems; Reconstruction algorithms; Signal processing; Testing;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.845944
Filename
845944
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