A sequential method for nonlinear filtering: Numerical implementation and comparisons |
| |
| Authors: | R Kalaba K Spingarn L Tesfatsion |
| |
| Institution: | (1) University of Southern California, Los Angeles, California;(2) Space and Communications Group, Hughes Aircraft Company, Los Angeles, California |
| |
| Abstract: | Exact equations are presented for sequentially updating the optimal solution for a discrete-time analog of the basic Sridhar nonlinear filtering problem as the process length increases and new observations are obtained. A tabular method is described for implementing numerically the sequential filtering equations. The accuracy and efficiency of the tabular method are illustrated by means of several numerical examples.Dedicated to R. SridharThe work of R. Kalaba and L. Tesfatsion was partially supported by the National Science Foundation under Grant No. ENG-77-28432 and by the National Institutes of Health under Grant No. GM-23732-03. |
| |
| Keywords: | Sridhar nonlinear filtering sequential solution numerical implementation |
| 本文献已被 SpringerLink 等数据库收录！ |
