Title :
A note on the application of Dvoretzky´s theorem to nonlinear filtering
Author_Institution :
MITRE Corporation, Bedford, MA, USA
fDate :
2/1/1969 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099115