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 Ka...
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Main Authors: | TANIZAKI, Hisashi, MARIANO, Roberto S. |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2007
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Online Access: | https://ink.library.smu.edu.sg/soe_research/302 https://ink.library.smu.edu.sg/context/soe_research/article/1301/viewcontent/download.pdf |
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Institution: | Singapore Management University |
Language: | English |
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