Title :
A new nonlinear filtering approximation
Author :
Kolodziej, W.J. ; Halawani, T. ; Mohler, R.R.
Author_Institution :
Oregon State University, Corvallis, Oregon
Abstract :
A new technique for the finite dimensional approximation of the infinite dimensional filtering problem is presented. The original filtering problem is approximated by a stochastic control problem with fully observable state. A simple, one-dimensional example compares the described algorithm with the extended Kalman-filter approach.
Keywords :
Argon; Differential equations; Discrete wavelet transforms; Filtering algorithms; Filters; Indium tin oxide; Nonlinear equations; Optimal control; Recursive estimation; Stochastic processes;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269324
