Title :
Some comments on filtering in estimation theory
Author :
Hall, Eric B. ; Wise, Gary L.
Author_Institution :
Dept. of Electr. Eng., Southern Methodist Univ., Dallas, TX, USA
Abstract :
Mathematical oversights that often seem to accompany efforts in filtering which arise in the context of estimation theory are considered. In particular, problems associated with such popular topics as convolution, Kalman filtering, and optimal nonlinear filtering are considered. A version of the extended Kalman filter is discussed
Keywords :
Kalman filters; estimation theory; Kalman filtering; convolution; estimation theory; extended Kalman filter; filtering; optimal nonlinear filtering; Convolution; Estimation theory; Filtering theory; Kalman filters; Linear algebra; Mathematics; Nonlinear filters; Statistics; Time invariant systems; Vectors;
Conference_Titel :
Circuits and Systems, 1989., Proceedings of the 32nd Midwest Symposium on
Conference_Location :
Champaign, IL
DOI :
10.1109/MWSCAS.1989.102062
