Gaussian sum approximation for non-linear fixed-point prediction

DOI10.1080/00207178308933128zbMath0531.93060OpenAlexW2070614791MaRDI QIDQ3313748

Allen R. Stubberud, Takakazu Namera

Publication date: 1983

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178308933128

zbMATH Keywords

nonlinear filteringGaussian approximationfixed-point prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Stochastic approximation (62L20) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• Stochastic processes and filtering theory
• Recursive Bayesian estimation using Gaussian sums
• Non-linear filtering by approximation of the a posteriori density

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