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
fDate :
6/1/2000 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
