论文信息 - Nonlinear filtering via generalized Edgeworth series and Gauss-Hermite quadrature

Nonlinear filtering via generalized Edgeworth series and Gauss-Hermite quadrature

In this correspondence, an approximate nonlinear filter is presented for systems with continuous time dynamics and discrete time measurements. The filter is based on a combination of generalized Edgeworth series (GES) expansion of probability density functions and Gauss-Hermite quadrature (GHQ); application to a passive tracking problem is also presented.

Subhash Challa | Vikram Krishnamurthy | Yaakov Bar-Shalom

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