DocumentCode
3039342
Title
Approximate solution of nonlinear filtering problems by direct implementation of the Zakai equation
Author
Baras, J.S.
Author_Institution
University of Maryland, College Park, Maryland
fYear
1981
fDate
16-18 Dec. 1981
Firstpage
309
Lastpage
310
Abstract
Numerical methods for the solution of the robust version of the Duncan-Mortensen-Zakai partial differential equation are considered. Both semidiscretization and complete discretization schemes are included. Direct implementation of such schemes via array processors is proposed as a design method for nonlinear filters. The importance of existence, uniqueness and tail behavior of solutions is related to properties of such implementations.
Keywords
Algorithm design and analysis; Design methodology; Differential equations; Educational institutions; Filtering; Nonlinear equations; Nonlinear filters; Partial differential equations; Robustness; Very large scale integration;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location
San Diego, CA, USA
Type
conf
DOI
10.1109/CDC.1981.269536
Filename
4046944
Link To Document