1 September 1995 Beyond Kalman filters: practical design of nonlinear filters
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Abstract
This paper describes a new exact nonlinear filter which generalizes the Kalman filter. The filter will be explained using block diagrams, for maximal clarity, in addition to detailed equations. A comparison with the Kalman filter will be given, highlighting the similar structure and low computational complexity. Using this block diagram comparison, engineers who are familiar with the Kalman filter will readily grasp the new nonlinear filter technique.
© (1995) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Frederick E. Daum, "Beyond Kalman filters: practical design of nonlinear filters", Proc. SPIE 2561, Signal and Data Processing of Small Targets 1995, (1 September 1995); doi: 10.1117/12.217702; https://doi.org/10.1117/12.217702
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