Rapprochement between discrete and continuous nonlinear filtering

Title: Rapprochement between discrete and continuous nonlinear filtering
Creator: Goodwin, Graham C.; Cea, Mauricio G; Feuer, Arie
Relation: 2010 American Control Conference (ACC 2010). Proceedings of the 2010 American Control Conference (Baltimore, MD 30 June - 2 July, 2010) p. 5278-5283
Relation: http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=5530714
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Resource Type: conference paper
Date: 2010
Description: In this paper we explore the connection between discrete and continuous nonlinear filtering. In particular, we develop a novel incremental form of the discrete nonlinear filtering equations that holds for arbitrary sampling period. We also show that this form of the discrete nonlinear filter has the same spirit as the continuous filter and embeds the continuous filter as a special case when only certain terms are retained in the equations. Finally, we use these results to gain insights into the choice of sample period in nonlinear filtering. The paper is part review and part novel.
Subject: continuous time filters; discrete time filters; nonlinear filters; signal sampling
Identifier: http://hdl.handle.net/1959.13/933226
Identifier: uon:11576
Identifier: ISBN:9781424474264
Identifier: ISSN:0743-1619
Language: eng
Reviewed

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