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- W2016166159 abstract "The present paper is closely related to an earlier publication wherein the present authors proposed a mathematical formulation for continuous nonlinear minimal-variance filters that led to stochastic differential equations satisfying known existence and uniqueness conditions for such equations. The necessity for the proposed reformulation of the problem arose from the use of the white-noise model to represent the physical system. The adoption of such a model allows certain formal simplicities in the derivation of filter equations, but these simplicities must be paid for by new complexities introduced by the requirement for mathematical rigor, as discussed in the previous paper. It is now shown that the modified formulation, while necessary for assured mathematical validity, can be dispensed with in the context of a computational mechanization." @default.
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- W2016166159 date "1969-04-01" @default.
- W2016166159 modified "2023-09-25" @default.
- W2016166159 title "Computational validity of approximate nonlinear minimal-variance filters" @default.
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- W2016166159 doi "https://doi.org/10.1016/0020-0255(69)90015-2" @default.
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