Abstract: For nonlinear systems, subject to Gaussian noise, the extended Kalman filter (EKF) is frequently applied for estimating the system's state vector from output measurements. The EFK is based ...
Abstract: Let the signal and noise processes be given as solutions to nonlinear stochastic differential equations. The optimal filter for the problem, derived elsewhere, is usually infinite ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results