Title :
Linear and nonlinear filtering
Author :
Bucy, Richard S.
Author_Institution :
University of Southern California, Los Angeles, Calif.
fDate :
6/1/1970 12:00:00 AM
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;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1970.7792
