Discrete nonlinear estimators of fixed order
Hoowang Shim, C. Sims, Eamonn McQuade · 1997
We present a method of discrete time nonlinear filtering with a filter of reduced order, and with the filter designed to have a property of bias removal. The technique is based on keeping up to second order terms in the Taylor series of the nonlinearities about the estimate. At the stage of filter design, we limit the complexity of the filter by reducing its order.