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Proceedings Paper

New exact nonlinear filters: theory and applications
Author(s): Frederick E. Daum
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Paper 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.

Paper Details

Date Published: 6 July 1994
PDF: 14 pages
Proc. SPIE 2235, Signal and Data Processing of Small Targets 1994, (6 July 1994);
Show Author Affiliations
Frederick E. Daum, Raytheon Co. (United States)

Published in SPIE Proceedings Vol. 2235:
Signal and Data Processing of Small Targets 1994
Oliver E. Drummond, Editor(s)

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