“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.

PDF PDF (1754 Kb)        DOI: 10.4173/mic.1980.3.3

DOI 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}
};