The lower-order suboptimal filter for discrete nonlinear systems

Computers and Mathematics with Applications

Volumn 31, Issue 7, 1996, Pages 9-16

  Oh, M ^a   Choi, U J ^a   Shin, V I ^b  

^a Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

^b RUSSIAN ACADEMY OF SCIENCES   (Russian Federation)

Author keywords

Extended Kalman filter; Lower order filter; Multidimensional system; Stochastic system; Suboptimal filter

Indexed keywords

EID: 0013624247     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/0898-1221(96)00014-4     Document Type: Article

References (6)

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3. A.H. Jazwinski, Stochastic Processes and Filtering Theory, Academic Press, New York, (1970).
4. M.L. Dashevskii, Technical realization of the moment-semiinvariant method for analysis of random processes, Automat. Remote Contr. 37 (10), 1490-1492, (1976).
5. V.S. Pugachev and I.N. Sinitsyn, Stochastic Differential Systems: Analysis and Filtering, John Wiley & Sons, New York, (1987).
6. V.S. Pugachev, I.N. Sinitsyn and V.I. Shin, Real-time analysis and conditionally optimal filtering of processes in nonlinear stochastic systems (Survey), Automat. Remote Contr. 48 (2), 1561-1577, (1987).