Nonlinear filtering via generalized Edgeworth series and Gauss-Hermite quadrature

IEEE Transactions on Signal Processing

Volumn 48, Issue 6, 2000, Pages 1816-1820

  Challa, Subhash ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; BROWNIAN MOVEMENT; COMPUTER SIMULATION; KALMAN FILTERING; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; POLYNOMIALS; PROBABILITY DENSITY FUNCTION; WHITE NOISE;

BAYESIAN ANALYSIS; EXTENDED KALMAN FILTER; FOKKER-PLANCK-KOLMOGOROV EQUATION; GAUSS-HERMITE QUADRATURE METHOD; GENERALIZED EDGEWORTH SERIES; HERMITE POLYNOMIAL; PASSIVE TRACKING PROBLEM; STOCHASTIC DYNAMICAL SYSTEMS;

NONLINEAR FILTERING;

EID: 0033737762     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.845944     Document Type: Article

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