• DocumentCode
    3022919
  • Title

    Asymptotic analysis of a class of nonlinear filtering problems-Part II: A general formulation

  • Author

    Blankenship, G.

  • Author_Institution
    Unversity of Maryland, College Park, Maryland
  • fYear
    1979
  • fDate
    10-12 Jan. 1979
  • Firstpage
    121
  • Lastpage
    126
  • Abstract
    Generic examples from a class of nonlinear estimation problems involving parameterized Markov processes are formulated so that each is close to a linear, Kalman-Bucy filtering problem for a limited range of the parameter. Based on this approximation, an asymptotic analysis of each problem is outlined starting from the differential equation for the conditional density of the message given the observations.
  • Keywords
    Algorithm design and analysis; Convergence; DC generators; Differential equations; Educational institutions; Filtering; Markov processes; Nonlinear filters; Parameter estimation; Topology;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1978.267904
  • Filename
    4046091
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3022919