LINEARIZATION OF THE EQUATIONS OF NONLINEAR FILTERING

Authors
KOROLEV AN KOTOV AF YAROSHEVSKAYA KS
Citation
An. Korolev et al., LINEARIZATION OF THE EQUATIONS OF NONLINEAR FILTERING, Telecommunications & radio engineering, 47(6), 1992, pp. 95-97
Citations number
2
Categorie Soggetti
Engineering, Eletrical & Electronic",Telecommunications
Journal title
Telecommunications & radio engineering → ACNP
ISSN journal
00402508
Volume
47
Issue
6
Year of publication
1992
Pages
95 - 97
Database
ISI
SICI code
0040-2508(1992)47:6<95:LOTEON>2.0.ZU;2-7
Abstract
A method that enables a linear filtering equation to be obtained from the Stratonovich equation and non-Markov filtering equations is propos ed. The solution of the linear equation is an unnormalized probability density that preserves the maximum-likelihood estimate.