Realization of Optimum Discrete-Time Nonlinear Estimators,
Abstract
The authors discuss the problems associated with the implementation of optimal discrete-time nonlinear filters on a digital computer. For storage of the conditional densities the authors consider a point mass representation on a peculiar form of floating grid. In order to implement the Bayes-law computation the authors introduced a simplifying ellipsoid tracking technique which eliminates most of the unnecessary points from the computation. The authors also discuss a method for handling multimodal densities and a simple illustrative example. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1971
- Accession Number
- AD0741892
Entities
People
- Kenneth D. Senne
- Richard S. Bucy
Organizations
- University of Southern California