Over ten years ago Daum [1986-88] introduced nonlinear filters for discrete time measurements which are more general than the filters recently announced by Yau and Yau [1997] for continuous time observations. The authors say that, "Recently Yau and Yau introduced a new direct method to solve the estimation problem... . They factored the problem into two parts: 1) the on-line solution of a finite system of ordinary differential equations (ODEs), and 2) the off-line calculation of the Kolmogorov equation." However, this direct method of factorization was introduced over ten years ago as indicated explicitly in the quote from Daum [1987]. Yau and Yau give a response to Daum's comments.
Comments on "Finite-dimensional filters with nonlinear drift" [and addendum]
IEEE Transactions on Aerospace and Electronic Systems ; 34 , 2 ; 689-692
1998-04-01
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Article (Journal)
Electronic Resource
English
Addendum to "Finite-Dimensional Filters with Nonlinear Drift": A Response to F. Daum's Comments
Online Contents | 1998
|Comments on "Finite-Dimensional Filters With Nonlinear Drift"
Online Contents | 1998
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