Nonlinear Filters: Estimation and Applications: v. 400 - Brossura

Tanizaki, Hisashi

 
9783540567721: Nonlinear Filters: Estimation and Applications: v. 400
Brossura
ISBN 10: 3540567720 ISBN 13: 9783540567721
Casa editrice: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1993

Sinossi

For a non-linear filtering problem, the easiest approximation is to use the Taylor series expansion and apply the conventional linear recursive Kalman filter algorithm directly to the linearized non-linear measurement and transition equations. In this monograph, a non-linear and non-normal filter is proposed by utilizing Monte Carlo integration, in which a recursive algorithm of the weighting functions is derived. The density approximation approach gives an asymptotically unbiased estimator. Moreover, in terms of programming and computational time, the non-linear filter using Monte-Carlo integration can be easily extended to higher dimensional cases, compared with Kitagawa's non-linear filter using numerical integration.

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Editore
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Data di pubblicazione
1993
Lingua
Inglese
ISBN 10 
3540567720
ISBN 13 
9783540567721
Rilegatura
Copertina flessibile
Numero edizione
1
Numero di pagine
215
Contatto del produttore
non disponibile
Persona responsabile
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Germania

Altre edizioni note dello stesso titolo

9780387567723: Nonlinear Filters: Estimation and Applications

Edizione in evidenza

ISBN 10:  0387567720 ISBN 13:  9780387567723
Casa editrice: Springer Verlag, 1993
Brossura