A Powerful Numerical Technique Solving Zakai Equation for Nonlinear Filtering

Dynamics and Control

Volumn 7, Issue 3, 1997, Pages 293-308

  Ahmed, N U ^a   Radaideh, S M ^b  

^a UNIVERSITY OF OTTAWA   (Canada)

^b JORDAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Jordan)

Author keywords

Galekin approximation; Gaussian series; Measurement residual; Nonlinear filtering; Zakai equation

Indexed keywords

APPROXIMATION THEORY; DIFFERENTIAL EQUATIONS; NONLINEAR EQUATIONS; NUMERICAL ANALYSIS; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION;

NONLINEAR FILTERING;

SIGNAL FILTERING AND PREDICTION;

EID: 0031177628     PISSN: 09254668     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008206719489     Document Type: Article

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