It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...
Kalman filtering has long served as a foundational tool for state estimation in dynamic systems, offering a robust and efficient means of filtering noise from measured signals. In the realm of ...
This is a preview. Log in through your library . Abstract We consider Monte Carlo methods for the classical nonlinear filtering problem. The first method is based on a backward pathwise filtering ...