Translator Disclaimer
6 July 1994 New exact nonlinear filters: theory and applications
Author Affiliations +
Abstract
A new exact recursive filter is derived for nonlinear estimation problems. The new nonlinear theory includes the Kalman filter as a special case. This filter is practical to implement in real- time applications, and it has a computational complexity that is comparable to the Kalman filter. The measurements are made in discrete time, but the random process to be estimated evolves in continuous time.
© (1994) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Frederick E. Daum "New exact nonlinear filters: theory and applications", Proc. SPIE 2235, Signal and Data Processing of Small Targets 1994, (6 July 1994); https://doi.org/10.1117/12.179084
PROCEEDINGS
14 PAGES


SHARE
Advertisement
Advertisement
Back to Top