Nonlinear filtering via generalized Edgeworth series and Gauss-Hermite quadrature

Authors
Challa, S Bar-Shalom, Y Krishnamurthy, V
Citation
S. Challa et al., Nonlinear filtering via generalized Edgeworth series and Gauss-Hermite quadrature, IEEE SIGNAL, 48(6), 2000, pp. 1816-1820
Citations number
16
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
48
Issue
6
Year of publication
2000
Pages
1816 - 1820
Database
ISI
SICI code
1053-587X(200006)48:6<1816:NFVGES>2.0.ZU;2-S
Abstract
In this correspondence, an approximate nonlinear filter is presented for sy stems with continuous time dynamics and discrete time measurements. The fil ter is based on a combination of generalized Edgeworth series (GES) expansi on of probability density functions and Gauss-Hermite quadrature (GHQ). App lication to a passive tracking problem is also presented.