Nonlinear Filters Estimation and Applications / by Hisashi Tanizaki.

For a nonlinear filtering problem, the most heuristic and easiest approximation is to use the Taylor series expansion and apply the conventional linear recursive Kalman filter algorithm directly to the linearized nonlinear measurement and transition equations. First, it is discussed that the Taylor...

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Bibliographic Details
Main Author: Tanizaki, Hisashi (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1993.
Edition:1st ed. 1993.
Series:Lecture Notes in Economics and Mathematical Systems, 400
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