“A correction of a common error in truncated second order nonlinear filters”
Authors: Rolf Henriksen,Affiliation: NTNU, Department of Engineering Cybernetics
Reference: 1980, Vol 1, No 3, pp. 187-193.
Keywords: Estimation, non-linear filtering, stochastic systems
Abstract: A rederivation of the truncated second-order non-linear filter reveals that a significant error appears in previous derivations of this filter. What has previously been termed the modified truncated second-order filter will be shown to be, provided a small correction is made in the discrete-time case, the correct form of the truncated second-order filter.
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DOI: 10.4173/mic.1980.3.3DOI forward links to this article:
| [1] Jens G. Balchen (1984), doi:10.4173/mic.1984.4.2 |
| [2] A.C. Voorrips, A.W. Heemink and G.J. Komen (1999), doi:10.1016/S0924-7963(98)00094-3 |
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BibTeX:
@article{MIC-1980-3-3,
title={{A correction of a common error in truncated second order nonlinear filters}},
author={Henriksen, Rolf},
journal={Modeling, Identification and Control},
volume={1},
number={3},
pages={187--193},
year={1980},
doi={10.4173/mic.1980.3.3},
publisher={Norwegian Society of Automatic Control}
};