Year: 2014
Communications in Computational Physics, Vol. 16 (2014), Iss. 2 : pp. 382–402
Abstract
Nonlinear filter problems arise in many applications such as communications and signal processing. Commonly used numerical simulation methods include Kalman filter method, particle filter method, etc. In this paper a novel numerical algorithm is constructed based on samples of the current state obtained by solving the state equation implicitly. Numerical experiments demonstrate that our algorithm is more accurate than the Kalman filter and more stable than the particle filter.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/cicp.180313.130214a
Communications in Computational Physics, Vol. 16 (2014), Iss. 2 : pp. 382–402
Published online: 2014-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 21