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Proceedings Paper

Optimal nonlinear filtering with the method of virtual measurements
Author(s): Frederick E. Daum
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Paper Abstract

The method of virtual measurements (MOVM) will be described for designing nonlinear filters. The new nonlinear filter theory generalizes the Kalman filter, and in some important applications, the performance of the new filter is vastly superior to the extended Kalman filter (EKF). Unlike the EKF, the new theory does not use linearization. The new design approach, MOVM, can be applied to exact nonlinear filters as well as nonlinear approximate filters.

Paper Details

Date Published: 31 May 1996
PDF: 11 pages
Proc. SPIE 2759, Signal and Data Processing of Small Targets 1996, (31 May 1996); doi: 10.1117/12.241192
Show Author Affiliations
Frederick E. Daum, Raytheon Co. (United States)


Published in SPIE Proceedings Vol. 2759:
Signal and Data Processing of Small Targets 1996
Oliver E. Drummond, Editor(s)

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