• DocumentCode
    912380
  • Title

    Linear and nonlinear filtering

  • Author

    Bucy, Richard S.

  • Author_Institution
    University of Southern California, Los Angeles, Calif.
  • Volume
    58
  • Issue
    6
  • fYear
    1970
  • fDate
    6/1/1970 12:00:00 AM
  • Firstpage
    854
  • Lastpage
    864
  • Abstract
    This paper provides a review of the theory of filtering for stochastic processes. In particular, the sequential theory of linear filtering is reviewed as well as the theory of nonlinear filtering.
  • Keywords
    Communication system control; Filtering theory; Information filtering; Information filters; Nonlinear equations; Nonlinear filters; Random variables; Riccati equations; Signal synthesis; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Proceedings of the IEEE
  • Publisher
    ieee
  • ISSN
    0018-9219
  • Type

    jour

  • DOI
    10.1109/PROC.1970.7792
  • Filename
    1449722
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=912380