Accuracy analysis of three deterministic sampling nonlinear filtering algorithms
نویسندگان
چکیده
منابع مشابه
Deterministic Nonlinear Filtering
A model for nonlinear ltering is considered in which errors in state dynamics and observations are modelled deterministically. Mortensen's deterministic estimator and a minimax estimator are considered. A risk sensitive stochastic lter model with small state and observation noise intensities is also considered. The minimax estimator is obtained in the zero noise intensity limit, using asymptoti...
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ژورنال
عنوان ژورنال: Journal of Physics: Conference Series
سال: 2019
ISSN: 1742-6588,1742-6596
DOI: 10.1088/1742-6596/1213/3/032028