New exact nonlinear filters: theory and applications

Frederick E. Daum

doi:10.1117/12.179084

6 July 1994 New exact nonlinear filters: theory and applications

Frederick E. Daum

Proceedings Volume 2235, Signal and Data Processing of Small Targets 1994; (1994) https://doi.org/10.1117/12.179084
Event: SPIE's International Symposium on Optical Engineering and Photonics in Aerospace Sensing, 1994, Orlando, FL, United States

Abstract

A new exact recursive filter is derived for nonlinear estimation problems. The new nonlinear theory includes the Kalman filter as a special case. This filter is practical to implement in real- time applications, and it has a computational complexity that is comparable to the Kalman filter. The measurements are made in discrete time, but the random process to be estimated evolves in continuous time.

Citation Download Citation

Frederick E. Daum "New exact nonlinear filters: theory and applications", Proc. SPIE 2235, Signal and Data Processing of Small Targets 1994, (6 July 1994); https://doi.org/10.1117/12.179084

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