• DocumentCode
    486965
  • Title

    Solution of the Zakai Equation by Separation of Variables

  • Author

    Daum, Frederick E.

  • Author_Institution
    Raytheon Company, Boston Post Road, Wayland, MA. 01778
  • fYear
    1987
  • fDate
    10-12 June 1987
  • Firstpage
    803
  • Lastpage
    805
  • Abstract
    An exact expression for the unnormalized conditional density is derived for certain nonlinear estimation problems. The basic method is to solve the Zakai equation using separation of variables. This new filter is a generalization of the Kalman-Bucy filter, the Bene¿ filter and other nonlinear filters within a unified framework.
  • Keywords
    Density measurement; Differential equations; Indium tin oxide; Kalman filters; Motion measurement; Nonlinear equations; Nonlinear filters; Q measurement; Stochastic processes; Time measurement;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1987
  • Conference_Location
    Minneapolis, MN, USA
  • Type

    conf

  • Filename
    4789423
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=486965