Nonlinear filters approximations by cumulant function expansion: The polynomial case

DOI10.1016/0307-904X(91)90013-FzbMath0722.93070OpenAlexW2042350420MaRDI QIDQ757322

G. Rigal, Thierry E. Huillet

Publication date: 1991

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0307-904x(91)90013-f

zbMATH Keywords

simulationsNonlinear filteringExamplesKalman filter technique

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System identification (93B30)

Cites Work

• Stochastic processes and filtering theory
• Current algebras and the identification problem
• On lie algebras and finite dimensional filtering
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