The solution of the Zakai equation provides the complete conditional probability density of the state, given the observations. Numerical solution of this equation by the finite difference method usually leads to large systems of equations which have to be solved at each time step, especially when the dimension of state space is more than two. We propose in this paper, for the first time to our best knowledge, a grid-based four dimensional algorithm to solve the Zakai equation. Our approach is based on an adaptive local grid refinement method and is illustrated with a bearings-only target motion analysis example.


    Zugriff

    Zugriff prüfen

    Verfügbarkeit in meiner Bibliothek prüfen

    Bestellung bei Subito €


    Exportieren, teilen und zitieren



    Titel :

    Grid Based Solution of Zakai Equation with Adaptive Local Refinement for Bearings-only Tracking


    Beteiligte:
    Zhang, H. (Autor:in) / Laneuville, D. (Autor:in)


    Erscheinungsdatum :

    2008-03-01


    Format / Umfang :

    2339841 byte





    Medientyp :

    Aufsatz (Konferenz)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch



    Solving the Zakai equation by ito's Method

    Beneš, V. E. | Springer Verlag | 1982


    Adaptive Local Grid Refinement for Multiblock Solvers

    Amato, M. / Iaccarino, G. / Paparone, L. et al. | British Library Conference Proceedings | 1996


    Adaptive Local Grid Refinement for Multiblock Solvers

    Amato, M. / Iaccarino, G. / Paparone, L. | British Library Online Contents | 1996


    Adaptive local grid refinement for unsteady reacting flows

    Mueller, Jens-Dominik / Schoenfeld, Thilo / Legier, Jean-Philippe | AIAA | 2001


    Bearings-only tracking for maneuvering sources

    Le Cadre, J.-P. / Tremois, O. | IEEE | 1998