Title :
Some approximation methods in nonlinear filtering
Author :
Blankenship, G.L.
Author_Institution :
University of Maryland, College Park, Maryland
Abstract :
Several approximation techniques which have been developed in scattering theory are adapted to the treatment of a nonlinear filtering problem involving weak parametric noise. Formal asymptotic expansions are presented for certain averages of the un-normalized conditional density of the signal conditioned on the parametric noise and the observations. These are validated by an analysis of the associated function space integral.
Keywords :
Approximation methods; Educational institutions; Filtering theory; Information geometry; Kalman filters; Nonlinear equations; Perturbation methods; Physics; Scattering; Smoothing methods;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location :
Albuquerque, NM, USA
DOI :
10.1109/CDC.1980.272019
