On second-order filter performance

DOI10.1016/0005-1098(85)90068-8zbMath0559.93063OpenAlexW2015520536MaRDI QIDQ2265988

W. W. Willman

Publication date: 1985

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(85)90068-8

zbMATH Keywords

Monte Carlo simulationnonlinear state estimationsecond-order filtering algorithm

Mathematics Subject Classification ID

Cites Work

• Stochastic models, estimation, and control. Vol. 2,3
• Stochastic processes and filtering theory
• A comparison of three non-linear filters
• Asymptotic expansions and Lie algebras for some nonlinear filtering problems

This page was built for publication: On second-order filter performance