A sequential method for nonlinear filtering: Numerical implementation and comparisons

  • R. Kalaba
  • K. Spingarn
  • L. Tesfatsion
Contributed Papers


Exact equations are presented for sequentially updating the optimal solution for a discrete-time analog of the basic Sridhar nonlinear filtering problem as the process length increases and new observations are obtained. A tabular method is described for implementing numerically the sequential filtering equations. The accuracy and efficiency of the tabular method are illustrated by means of several numerical examples.

Key Words

Sridhar nonlinear filtering sequential solution numerical implementation 


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Copyright information

© Plenum Publishing Corporation 1981

Authors and Affiliations

  • R. Kalaba
    • 1
  • K. Spingarn
    • 2
  • L. Tesfatsion
    • 1
  1. 1.University of Southern CaliforniaLos Angeles
  2. 2.Space and Communications GroupHughes Aircraft CompanyLos Angeles

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