Nonlinear Filtering
Abstract
The purpose of this paper is to review recent progress in the actual construction of optimal nonlinear filters. Specifically, the author considers the construction of numerical algorithms, which accept as inputs noisy observations of a nonlinear function of signal process and produce as outputs estimates of the signal process. These algorithms, because of the structure of the nonlinear filtering problem, can be thought of conditional probability function generators. A historical review of the theory and applications of nonlinear filtering are given, which attempts to catalog the seminal ideas in the field as well as some unsolved problems which are obstructing progress.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1975
- Accession Number
- ADA013572
Entities
People
- R. S. Bucy
Organizations
- University of Southern California