Nonlinear filters based on taylor series expansions∗
نویسندگان
چکیده
منابع مشابه
Nonlinear Filters Based on Taylor Series Expansions∗
The nonlinear filters based on Taylor series approximation are broadly used for computational simplicity, even though their filtering estimates are clearly biased. In this paper, first, we analyze what is approximated when we apply the expanded nonlinear functions to the standard linear recursive Kalman filter algorithm. Next, since the state variables αt and αt−1 are approximated as a conditio...
متن کاملTaylor Series and Asymptotic Expansions
There are several important observations to make about this definition. (i) The definition says that, for each fixed n, ∑n m=0 amx m becomes a better and better approximation to f(x) as x gets smaller. As x → 0, ∑m=0 amx approaches f(x) faster than x tends to zero. (ii) The definition says nothing about what happens as n → ∞. There is no guarantee that for each fixed x, ∑n m=0 amx m tends to f(...
متن کاملTaylor Series and Asymptotic Expansions
There are several important observations to make about this definition. (i) The definition says that, for each fixed n, ∑n m=0 amx m becomes a better and better approximation to f(x) as x gets smaller. As x → 0, ∑m=0 amx approaches f(x) faster than x tends to zero. (ii) The definition says nothing about what happens as n → ∞. There is no guarantee that for each fixed x, ∑n m=0 amx m tends to f(...
متن کاملTranslation of Taylor Series into LFT Expansions
In Exact Real Arithmetic, real numbers are represented as potentially infinite streams of information units, called digits. In this paper, we work in the framework of Linear Fractional Transformations (LFT’s, also known as Möbius transformations) that provide an elegant approach to real number arithmetic (Gosper 1972, Vuillemin 1990, Nielsen and Kornerup 1995, Potts and Edalat 1996, Edalat and ...
متن کاملTaylor Series Expansions for Stationary Markov Chains
We study Taylor series expansions of stationary characteristics of general-state-space Markov chains. The elements of the Taylor series are explicitly calculated and a lower bound for the radius of convergence of the Taylor series is established. The analysis provided in this paper applies to the case where the stationary characteristic is given through an unbounded sample performance function ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 1996
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610929608831763