Some approximation methods in nonlinear filtering

1 December 1980

conference paper
Published by Institute of Electrical and Electronics Engineers (IEEE)

p. 51-56
https://doi.org/10.1109/cdc.1980.272019

Abstract

Several approximation techniques which have been developed in scattering theory are adapted to the treatment of a nonlinear filtering problem involving weak parametric noise. Formal asymptotic expansions are presented for certain averages of the un-normalized conditional density of the signal conditioned on the parametric noise and the observations. These are validated by an analysis of the associated function space integral.

Keywords

APPROXIMATION METHODS
PHYSICS
SCATTERING
PERTURBATION METHODS
EDUCATIONAL INSTITUTIONS
FILTERING THEORY
INFORMATION GEOMETRY
NONLINEAR EQUATIONS
KALMAN FILTERS
SMOOTHING METHODS

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