A survey of numerical methods for nonlinear filtering problems

Physica D: Nonlinear Phenomena

Volumn 230, Issue 1-2, 2007, Pages 27-36

  Budhiraja, Amarjit ^a   Chen, Lingji ^b   Lee, Chihoon ^a  

^a University of North Carolina at Chapel Hill   (United States)

^b SCIENTIFIC SYSTEMS COMPANY INC   (United States)

Author keywords

Extended Kalman filter; Kallianpur Striebel formula; Nonlinear filtering; Particle filters; Sequential importance sampling

Indexed keywords

APPROXIMATION THEORY; DYNAMICAL SYSTEMS; EXTENDED KALMAN FILTERS; NUMERICAL METHODS; PROBLEM SOLVING; STOCHASTIC CONTROL SYSTEMS;

KALLIANPUR-STRIEBEL FORMULA; PARTICLE FILTERS; SEQUENTIAL IMPORTANCE SAMPLING; STOCHASTIC EVOLUTION EQUATIONS;

NONLINEAR FILTERING;

EID: 34248634883     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physd.2006.08.015     Document Type: Article

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