• DocumentCode
    3041374
  • Title

    A new nonlinear filtering approximation

  • Author

    Kolodziej, W.J. ; Halawani, T. ; Mohler, R.R.

  • Author_Institution
    Oregon State University, Corvallis, Oregon
  • fYear
    1981
  • fDate
    16-18 Dec. 1981
  • Firstpage
    798
  • Lastpage
    800
  • Abstract
    A new technique for the finite dimensional approximation of the infinite dimensional filtering problem is presented. The original filtering problem is approximated by a stochastic control problem with fully observable state. A simple, one-dimensional example compares the described algorithm with the extended Kalman-filter approach.
  • Keywords
    Argon; Differential equations; Discrete wavelet transforms; Filtering algorithms; Filters; Indium tin oxide; Nonlinear equations; Optimal control; Recursive estimation; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1981.269324
  • Filename
    4047049
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3041374