APPROXIMATE SOLUTION ALGORITHMS FOR NONLINEAR FILTER PROBLEMS
Andrew P. Sage, William S. Ewing · 1968
Abstract : This paper presents a summary and evaluation of several approximation procedures which may be used to obtain maximum a-posterior density estimates, least integral square error and minimum covariance of error sequential state and parameter estimators in nonlinear systems. A simple example which illustrates the similarities and differences of the computational algorithms for the various methods is presented. (Author)