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| Title | Nonlinear filtering using Gauss-Hermite quadrature and generalised Edgeworth series |
| Publication Type | Conference Paper |
| Year of Publication | 1999 |
| Authors | Challa, S., Y. Bar-Shalom, and V. Krishnamurthy |
| Conference Name | American Control Conference, 1999. Proceedings of the 1999 |
| Pagination | 3397 -3401 vol.5 |
| Keywords | Edgeworth series, filtering theory, Gauss-Hermite quadrature, measurement noise, method of moments, noise, nonlinear filtering, nonlinear filters, nonlinear systems, optimal filters, passive tracking, quasi-moments, series (mathematics), state estimation |
| Abstract | Continuous-discrete nonlinear filter design using the quasi-moments introduced by Kurnetsov et al. (1960) is developed. It is known that the use of Gauss Hermite quadrature method presents a computationally efficient method for updating posterior densities arising in nonlinear filtering problems. A passive tracking problem in high measurement noise scenario is considered as an example for implementing this filter |
| URL | http://dx.doi.org/10.1109/ACC.1999.782395 |
| DOI | 10.1109/ACC.1999.782395 |