Finite-dimensional filters with nonlinear drift XV: New direct method for construction of universal finite-dimensional filter

IEEE Transactions on Aerospace and Electronic Systems

Volumn 38, Issue 1, 2002, Pages 50-57

  Guo Qing, H U ^b   Yau, Stephen S T ^a  

^a UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

^b NOKIA RESEARCH CENTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DUNCAN MORTENSEN ZAKAI EQUATION; FINITE DIMENSIONAL FILTERING SYSTEM; INITIAL CONDITIONS; KOLMOGOROV TYPE EQUATION; NONLINEAR FILTERING SYSTEM;

ALGORITHMS; DIGITAL FILTERS; MATHEMATICAL MODELS; ORDINARY DIFFERENTIAL EQUATIONS; PARTIAL DIFFERENTIAL EQUATIONS; PROBABILITY DENSITY FUNCTION; STATE SPACE METHODS; STATISTICAL METHODS; THEOREM PROVING;

NONLINEAR FILTERING;

EID: 0036250212     PISSN: 00189251     EISSN: None     Source Type: Journal    
DOI: 10.1109/7.993228     Document Type: Article

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