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Avtomatika i Telemekhanika, 1975, Issue 12, Pages 88–94 (Mi at8122)  
Nonlinear filtering performance estimation

P. P. Gusak, M. M. Simkin

Moscow
Full-text PDF (1003 kB)
Abstract: A particular problem of nonlinear filtering is described. The relation of the gain of the nonlinear filter and the estimation error covariance matrix is studied. A recurrence equation is obtained for a nontrivial upper-bound of the matrix. Results of a computing experiment are given.

Received: 15.01.1975
Bibliographic databases:
Document Type: Article
UDC: 62-501
Language: Russian
Citation: P. P. Gusak, M. M. Simkin, “Nonlinear filtering performance estimation”, Avtomat. i Telemekh., 1975, no. 12, 88–94; Autom. Remote Control, 36:12 (1975), 2008–2014
Citation in format AMSBIB
\Bibitem{GusSim75}
\by P.~P.~Gusak, M.~M.~Simkin
\paper Nonlinear filtering performance estimation
\jour Avtomat. i Telemekh.
\yr 1975
\issue 12
\pages 88--94
\mathnet{http://mi.mathnet.ru/at8122}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=411783}
\zmath{https://zbmath.org/?q=an:0331.93061}
\transl
\jour Autom. Remote Control
\yr 1975
\vol 36
\issue 12
\pages 2008--2014
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  • https://www.mathnet.ru/eng/at/y1975/i12/p88
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