Title :
Asymptotic analysis of a class of nonlinear filtering problems-Part II: A general formulation
Author_Institution :
Unversity of Maryland, College Park, Maryland
Abstract :
Generic examples from a class of nonlinear estimation problems involving parameterized Markov processes are formulated so that each is close to a linear, Kalman-Bucy filtering problem for a limited range of the parameter. Based on this approximation, an asymptotic analysis of each problem is outlined starting from the differential equation for the conditional density of the message given the observations.
Keywords :
Algorithm design and analysis; Convergence; DC generators; Differential equations; Educational institutions; Filtering; Markov processes; Nonlinear filters; Parameter estimation; Topology;
Conference_Titel :
Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1978.267904
