Abstract
A nonlinear estimation problem which underlies a variety of important target tracking and adaptive signal estimation problems is formulated. The approximate MMSE algorithm for its solution, presented in this paper, is recursive in a hybrid frequency-time domain. It derives from the EKF, but yields extended convergence range and improved robustness, without compromising error performance.
Original language | English (US) |
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Pages (from-to) | 1484-1485 |
Number of pages | 2 |
Journal | Proceedings of the American Control Conference |
Volume | 3 |
State | Published - 1984 |
Externally published | Yes |
ASJC Scopus subject areas
- Electrical and Electronic Engineering