Convergence of the calculation of the innovation process

The calculation of the innovation process plays a significant role in the solution of the nonlinear filtering problem. Convergence of an approximate calculation of the innovation process is proved, and then illustrated.< >

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Veröffentlicht in:IEEE transactions on information theory 1993-01, Vol.39 (1), p.283-288
Hauptverfasser: Yu, Y., de Figueiredo, R.J.P.
Format: Artikel
Sprache:eng
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Zusammenfassung:The calculation of the innovation process plays a significant role in the solution of the nonlinear filtering problem. Convergence of an approximate calculation of the innovation process is proved, and then illustrated.< >
ISSN:0018-9448
1557-9654
DOI:10.1109/18.179375