Some applied problems of recursive piecewise-linear filtering (Q1087524)
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scientific article; zbMATH DE number 3987179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some applied problems of recursive piecewise-linear filtering |
scientific article; zbMATH DE number 3987179 |
Statements
Some applied problems of recursive piecewise-linear filtering (English)
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1986
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Cases of piecewise-linear filtering are considered in which it is possible to calculate the multidimensional integrals of the Gaussian probability density occurring in the filtering formulas. An approximate method of solution of the nonlinear filtering problem is proposed, and an example is presented.
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piecewise-linear filtering
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Gaussian probability density
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approximate method
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