New filtering and smoothing algorithms for discrete non-linear systems with time delays
作者:
D. F. LIANG,
G. S. CHRISTENSEN,
期刊:
International Journal of Control
(Taylor Available online 1975)
卷期:
Volume 21,
issue 1
页码: 105-111
ISSN:0020-7179
年代: 1975
DOI:10.1080/00207177508921974
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper presents IIBAV dynamic filtering and smoothing algorithms for non-linear discrete systems involving time delays. Under the assumption that the conditional probability density functions of the state variables are Gaussian, the above algorithms can be evaluated to arbitrary order in terms of the mean and variance for the system non-linearities.
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