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A sequential method for nonlinear filtering: Numerical implementation and comparisons

✍ Scribed by R. Kalaba; K. Spingarn; L. Tesfatsion

Publisher
Springer
Year
1981
Tongue
English
Weight
957 KB
Volume
34
Category
Article
ISSN
0022-3239

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## Abstract A numerical method for solving two‐point boundary value problems associated with systems of first‐order nonlinear ordinary differential equations is described. It needs three function evaluations for each sub‐interval and is of order O(__h__^7^), where __h__ is the space chop. Results o