Type:
Conference Paper›Invited and refereed articles in conference proceedings
Authored by:
Baras, John S.
Conference date:
July 1982
Conference:
The 1982 IEEE International Symposium of Information Theory, pp. 1-4
Full Text Paper:
Abstract:
Numerical methods for the solution of the robust version of the Duncan-Mortensen-Zakai partial differential equation are considered. Both semidiscretization and complete discretization schemes are included. Direct implementation of such schemes via array processors is proposed as a design method for nonlinear filters. The importance of existence, uniqueness and tail behavior of solutions is irelated to properties of such implementations.