Nonlinear Filters: Estimation and Applications

✍ Scribed by Dr. Hisashi Tanizaki (auth.)

Publisher: Springer Berlin Heidelberg
Year: 1993
Tongue: English
Leaves: 215
Series: Lecture Notes in Economics and Mathematical Systems 400
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Front Matter....Pages I-XII
Introduction....Pages 1-13
State-Space Model in Linear Case....Pages 14-34
Nonlinear Filters Based on Taylor Series Expansion....Pages 35-67
Nonlinear Filters Based on Density Approximation....Pages 68-96
Comparison of Nonlinear Filters: Monte-Carlo Experiments....Pages 97-126
An Application of Nonlinear Filters: Estimation of Permanent Consumption....Pages 127-184
Summary and Directions for Further Research....Pages 185-197
Back Matter....Pages 198-203

✦ Subjects

Economic Theory; Statistics, general; Control, Robotics, Mechatronics

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