Explicit solution of DMZ equation in nonlinear filtering via solution of ODEs

IEEE Transactions on Automatic Control

Volumn 48, Issue 3, 2003, Pages 505-508

  Yau, Stephen S T ^a   Lai, Yuen Tai ^b  

^a UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

^b NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

Author keywords

Duncan Mortensen Zakai (DMZ) equation; Gaussian distribution; Nonlinear filter

Indexed keywords

ESTIMATION; KALMAN FILTERING; ORDINARY DIFFERENTIAL EQUATIONS; PARTIAL DIFFERENTIAL EQUATIONS; POLYNOMIAL APPROXIMATION; RANDOM PROCESSES; RECURSIVE FUNCTIONS; ROBUSTNESS (CONTROL SYSTEMS);

GAUSSIAN DISTRIBUTION;

NONLINEAR FILTERING;

EID: 0037350944     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2003.809169     Document Type: Article

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