Temporal and spatial quantization in nonlinear filtering

One of the most commonly used tools in systems science is that of nonlinear filtering. Applications can be found in control engineering, telecommunications, radar tracking, environmental systems, economics and many other areas. However, despite the wide spread use of these tools, there remain several unresolved issues. The goal of this paper is to give a brief overview of nonlinear filtering. We give particular emphasis to issues related to temporal and spatial quantization.