On the nonlinear and nonnormal filter using rejection sampling

IEEE Transactions on Automatic Control

Volumn 44, Issue 2, 1999, Pages 314-319

  Tanizaki, Hisashi ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

Filtering; Nonlinear; Nonnormal; Proposal density; Rejection sampling

Indexed keywords

MATHEMATICAL MODELS; MONTE CARLO METHODS; RANDOM PROCESSES;

PROPOSAL DENSITY; REJECTION SAMPLING;

NONLINEAR FILTERING;

EID: 0033079191     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.746257     Document Type: Article

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