“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:
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  title={{A correction of a common error in truncated second order nonlinear filters}},
  author={Henriksen, Rolf},
  journal={Modeling, Identification and Control},
  publisher={Norwegian Society of Automatic Control}