New filtering and smoothing algorithms for discrete non-linear systems with time delays
- 1 January 1975
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 21 (1) , 105-111
- https://doi.org/10.1080/00207177508921974
Abstract
This paper presents IIBAV dynamic filtering and smoothing algorithms for non-linear discrete systems involving time delays. Under the assumption that the conditional probability density functions of the state variables are Gaussian, the above algorithms can be evaluated to arbitrary order in terms of the mean and variance for the system non-linearities.Keywords
This publication has 3 references indexed in Scilit:
- Estimation Theory with Applications to Communication and ControlIEEE Transactions on Systems, Man, and Cybernetics, 1971
- On smoothing in linear discrete systems with time delays†International Journal of Control, 1971
- The matrix minimum principleInformation and Control, 1967