Practical Nonlinear Filtering of Discrete Observations by Generalized Least Swuares Approximation of the Conditional Probability Distribution,

Abstract

The requirements for practical implementation of recursive filtering algorithms are discussed. A generalization of standard least squares approximation is used to produce a versatile tool for designing practical recursive filtering algorithms. (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 20, 1971
Accession Number
AD0736782

Entities

People

  • Julian L. Center Jr

Organizations

  • University of Washington

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Filtration
  • Mathematics
  • Observation
  • Probability
  • Probability Distributions
  • Standards

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.