Exact sequential filtering, smoothing and prediction for nonlinear systems

DOI10.1016/0362-546X(88)90018-1zbMath0663.93069OpenAlexW2148638176MaRDI QIDQ5903873

Robert E. Kalaba, Leigh Tesfatsion

Publication date: 1988

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0362-546x(88)90018-1

zbMATH Keywords

predictionsmoothingdiscrete-time systemsnonlinear filteringKalman and extended Kalman filtersleast- squares cost functions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Data smoothing in stochastic control theory (93E14)

Related Items

Nonlocal sensitivity analysis, automatic derivative evaluation, and sequential nonlinear estimation, Time-varying linear regression via flexible least squares, A FORTRAN program for time-varying linear regression via flexible least squares

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