Digital and Hybrid Computational Aspects of the Discrete Representation Theorem of Nonlinear Estimation

A nonlinear filtering problem is investigated, and the discrete representation theorem is used to synthesize the optimal filter. An optimal filtering algorithm is described, and hybrid techniques are employed to effect several methods of implementing the algorithm on a hybrid computer. These implementations are then compared (via Monte Carlo analysis) on the bases of speed and accuracy. It is concluded that hybrid computation techniques can be used to advantage when studying proposed nonlinear optimal estimation formulations.