LINEAR AND NONLINEAR FILTERING THEORY

Abstract

This paper is a written version of a talk to be given on problems of filtering theory. It is a review of the linear theory and some of the recent fundamental advances in the nonlinear theory. Some open and quite interesting problems in the nonlinear theory are discussed.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1965
Accession Number
AD0620927

Entities

People

  • Richard S. Bucy

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Weapons Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Brownian Motion
  • Control Theory
  • Differential Equations
  • Equations
  • Estimators
  • Filtration
  • Hilbert Space
  • Linear Filtering
  • Markov Processes
  • Mathematical Filters
  • New York
  • Observation
  • Random Variables
  • Stationary Processes
  • Stochastic Processes

Readers

  • Academic Conference Management
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)