How to tell a bad filter through Monte Carlo simulations

IEEE Transactions on Automatic Control

Volumn 52, Issue 7, 2007, Pages 1302-1307

  Chen, Lingji ^a   Lee, Chihoon ^b   Mehra, Raman K ^a  

^a SCIENTIFIC SYSTEMS COMPANY INC   (United States)

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

Author keywords

Algorithm; Conditional cumulative density function; Density evaluation; Implementation; Kolmogorov Smirnov goodness of fit test; Monte Carlo simulations; Nonlinear filtering; Performance; Probability integral transform

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; DISTRIBUTION FUNCTIONS; INTEGRAL EQUATIONS; MONTE CARLO METHODS; PROBABILITY DENSITY FUNCTION;

CONDITIONAL CUMULATIVE DENSITY FUNCTION; KOLMOGOROV-SMIRNOV GOODNESS-OF-FIT TEST; PROBABILITY INTEGRAL TRANSFORM;

NONLINEAR FILTERING;

EID: 34547125099     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2007.900835     Document Type: Article

References (7)

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