Optimal nonlinear filtering with the method of virtual measurements
Fred E. Daum · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1996
The method of virtual measurements (MOVM) will be described for designing nonlinear filters. The new nonlinear filter theory generalizes the Kalman filter, and in some important applications, the performance of the new filter is vastly superior to the extended Kalman filter (EKF). Unlike the EKF, the new theory does not use linearization. The new design approach, MOVM, can be applied to exact nonlinear filters as well as nonlinear approximate filters.