• DocumentCode
    3032459
  • Title

    Some approximation methods in nonlinear filtering

  • Author

    Blankenship, G.L.

  • Author_Institution
    University of Maryland, College Park, Maryland
  • fYear
    1980
  • fDate
    10-12 Dec. 1980
  • Firstpage
    51
  • Lastpage
    56
  • Abstract
    Several approximation techniques which have been developed in scattering theory are adapted to the treatment of a nonlinear filtering problem involving weak parametric noise. Formal asymptotic expansions are presented for certain averages of the un-normalized conditional density of the signal conditioned on the parametric noise and the observations. These are validated by an analysis of the associated function space integral.
  • Keywords
    Approximation methods; Educational institutions; Filtering theory; Information geometry; Kalman filters; Nonlinear equations; Perturbation methods; Physics; Scattering; Smoothing methods;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
  • Conference_Location
    Albuquerque, NM, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1980.272019
  • Filename
    4046616
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3032459