Exact sequential filtering, smoothing and prediction for nonlinear systems

Robert Kalaba; Leigh Tesfatsion

Journal Article

Exact sequential filtering, smoothing and prediction for nonlinear systems

Kalaba R
Tesfatsion L

Nonlinear Analysis (1988) 12(6) 599-615

DOI: 10.1016/0362-546X(88)90018-1

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Nonlinear filtering
exact updating equations
invariant imbedding
sequential state estimation

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Kalaba, R., & Tesfatsion, L. (1988). Exact sequential filtering, smoothing and prediction for nonlinear systems. Nonlinear Analysis, 12(6), 599–615. https://doi.org/10.1016/0362-546X(88)90018-1

Exact sequential filtering, smoothing and prediction for nonlinear systems

Author supplied keywords

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