一类非线性滤波问题的渐近分析第二部分:一般公式

1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes Pub Date : 1900-01-01 DOI:10.1109/CDC.1978.267904

G. Blankenship

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引用次数: 0

摘要

从一类非线性估计问题的一般例子涉及参数化马尔可夫过程的公式，使每个接近一个线性，卡尔曼-布西滤波问题的有限范围的参数。基于这种近似，从给定观测值的消息的条件密度的微分方程开始，对每个问题进行渐近分析。

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Asymptotic analysis of a class of nonlinear filtering problems-Part II: A general formulation

Generic examples from a class of nonlinear estimation problems involving parameterized Markov processes are formulated so that each is close to a linear, Kalman-Bucy filtering problem for a limited range of the parameter. Based on this approximation, an asymptotic analysis of each problem is outlined starting from the differential equation for the conditional density of the message given the observations.

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1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes

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