A Novel Real-Time Filtering Method to General Nonlinear Filtering Problem Without Memory

A Novel Real-Time Filtering Method to General Nonlinear Filtering Problem Without Memory

In this paper, the filtering problem for the general time-invariant nonlinear state-observation system is considered. Our work is based on the Yau-Yau filtering framework developed by S.-T. Yau and the third author in 2008. The key problem of Yau-Yau filtering framework is how to compute the solutio...

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Bibliographic Details
Main Authors: Ji Shi, Xiuqiong Chen, Stephen Shing-Toung Yau
Format: Article
Language:English
Published: IEEE 2021-01-01
Series:IEEE Access
Subjects:
Duncan-Mortensen-Zakai equation
nonlinear filtering
forward Kolmogorov equation
estimation theory
numerical algorithms
Online Access:https://ieeexplore.ieee.org/document/9319229/

Internet

https://ieeexplore.ieee.org/document/9319229/

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