On the Optimal and Suboptimal Nonlinear Filtering Problem for Discrete-Time Systems

IEEE Transactions on Automatic Control

Volumn 23, Issue 6, 1978, Pages 1062-1067

  Andrade Netto, M L ^a   Gimeno, L ^a   Mendes, M J ^b  

^a Department of Electrical Engineering ^*

^b UNIVERSITY OF CAMPINAS   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

SIGNAL FILTERING AND PREDICTION;

CONTROL SYSTEMS, DISCRETE TIME;

EID: 0018106066     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1978.1101894     Document Type: Article

References (15)

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2. R. Bucy and P. Joseph. Filtering for Stochastic Processes with Applications to Guidance. New York: Wiley, 1968.
3. R. Bucy, “Linear and nonlinear filtering,” Proc. of IEEE, vol. 58, no. 6, June 1970.
4. A. H. Jazwinski, Stochastic Processes and Filtering Theory. New York: Academic 1970.
5. B. Alspach and H. Sorenson, “Nonlinear Bayesian estimation using Gaussian sum approximations,” IEEE Trans. Automat. Contr., vol. AC-17. pp. 439-448, Aug. 1972.
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8. M. L. Andrade, “Interpolation by splines; applications in nonlinear filtering of dynamical systems,” Ph.D dissertation, Universidade Estadual de Campinas, Campinas, S.P., Brazil, 1975.
9. H. W. Sorenson, “An overview of filtering and stochastic control in dynamic systems,” in Control and Dynamic Systems”. Advances in Theory and Applications, vol. 11, C. T. Leondes, Ed. New York: Academic, 1976.
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11. W. Denham and S. Pines, “Sequential estimation when measurement function nonlinearity is comparable to measurement error,” AIAA J., vol. 4, 1966.
12. R. K. Mehra, “A comparison of several nonlinear filters for reentry vehicle tracking,” IEEE Trans. Automat. Contr. vol. AC-16, pp. 307-309, Aug. 1971.
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14. J. Cechin, “Comparative study of nonlinear filtering methods for discrete time systems,” M.Sc. thesis, Universidade Estadual de Campinas, Campinas, S.P., Brazil, 1977.
15. M. Andrade, L. Gimeno, and M. Mendes, “A new spline algorithm for nonlinear filtering of discrete time systems,” presented at 7th Triennial IFAC World Cong., June 1978, Helsinki.