Technology reports of the Yamaguchi University

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Technology reports of the Yamaguchi University Volume 1 Issue 1
published_at 1972-12

Multi-stage iteration filter-smoother

Multi-stage iteration filter-smoother
Kawazoe Yasuhiro
307 KB
The problem of state estimation for noisy discrete-time nonlinear dynamic systems is discussed by proposing the multi-stage iteration filter-smoother in conjunction with the algorithms for prediction, filtering and smoothing which are based upon the viewpoint of marginal maximum likelihood estimation. Results of the numerical example indicate greatly improved preformance over the filtering only.