DocumentCode :
799661
Title :
A note on the application of Dvoretzky´s theorem to nonlinear filtering
Author :
Wolverton, C.
Author_Institution :
MITRE Corporation, Bedford, MA, USA
Volume :
14
Issue :
1
fYear :
1969
fDate :
2/1/1969 12:00:00 AM
Firstpage :
117
Lastpage :
117
Abstract :
Abstract-Let [X I , X2, - - ) be the states of a nonlinear dynamical system. Given noisy observations of the states, a sequence x.,, xz, - - - ) of estimates is desired such that X, converges to X n as n increases. Pearson [l] suggested a sequence of estimates and proved mean-square convergence. Convergence with probability 1 is proved using an approach which hopefully will lead to further results.
Keywords :
Nonlinear filtering; Boundary conditions; Convergence; Difference equations; Filtering; Kalman filters; Nonlinear equations; Nonlinear filters; Random variables; Stochastic processes; Time measurement;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1969.1099115
Filename :
1099115
Link To Document :
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