A local linearization approach to nonlinear filtering

1 January 1993

journal article
research article
Published by Taylor & Francis in International Journal of Control

Vol. 57 (1) , 75-96
https://doi.org/10.1080/00207179308934379

Abstract

The local linearization approach to nonlinear filtering of time series generated from continuous time stochastic dynamical systems is discussed and a simple and powerful method for the nonlinear filtering is introduced. Some numerical results of applications of the filter are shown.

Keywords

This publication has 5 references indexed in Scilit:

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