Nonlinear filtering performance estimation

P. P. Gusak, M. M. Simkin

Moscow

Abstract: A particular problem of nonlinear filtering is described. The relation of the gain of the nonlinear filter and the estimation error covariance matrix is studied. A recurrence equation is obtained for a nontrivial upper-bound of the matrix. Results of a computing experiment are given.

UDC: 62-501


Received: 15.01.1975

 English version: Automation and Remote Control, 1975, 36:12, 2008–2014

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