Abstract
The objective of this paper is to show how recent work on nonlinear filtering can give qualitative insight into practical nonlinear filtering and suggest approximation schemes for optimal nonlinear filters.
This Research was supported by the Air Force Office of Scientific Research under Grant No. AF-AFOSR 82-0135.
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© 1983 D. Reidel Publishing Company
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Mitter, S.K. (1983). Approximations for Nonlinear Filtering. In: Bucy, R.S., Moura, J.M.F. (eds) Nonlinear Stochastic Problems. NATO ASI Series, vol 104. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-7142-4_25
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DOI: https://doi.org/10.1007/978-94-009-7142-4_25
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