Nonlinear filters based on Taylor series expansions

Communications in Statistics - Theory and Methods

Volumn 25, Issue 6, 1996, Pages 1261-1282

  Tanizaki, Hisashi ^a   Mariano, Roberto S ^b  

^a KOBE UNIVERSITY   (Japan)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Extended Kaiman Filter; Monte Carlo Simulation Filter; Random Draws; Second Order Nonlinear Filter; Taylor Series Expansion

Indexed keywords

EID: 0004051349     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831763     Document Type: Article

References (20)

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