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A local linearization approach to nonlinear filtering

 

作者: TOHRU OZAKI,  

 

期刊: International Journal of Control  （Taylor Available online 1993）
卷期: Volume 57, issue 1  

页码: 75-96

 

ISSN:0020-7179

 

年代: 1993

 

DOI:10.1080/00207179308934379

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The local linearization approach to nonlinear filtering of time series generated from continuous time stochastic dynamical systems is discussed and a simple and powerful method for the nonlinear filtering is introduced. Some numerical results of applications of the filter are shown.

 

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