Linear and nonlinear filtering
- 1 June 1970
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE
- Vol. 58 (6), 854-864
- https://doi.org/10.1109/proc.1970.7792
Abstract
This paper provides a review of the theory of filtering for stochastic processes. In particular, the sequential theory of linear filtering is reviewed as well as the theory of nonlinear filtering.Keywords
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