What is it about?
Obtaining approximate solutions for the filtering problem that run really fast
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Why is it important?
Many real world problems need to be solved in real time
Perspectives
It containes matehmatical proof of accuracy of an approximate filter. This tels us what we can expect from this kind of solution when using it to replace the optimal solution.
Dr Paula P Milheiro-Oliveira
University of porto
Read the Original
This page is a summary of: Approximate filters for a nonlinear discrete time filtering problem with small observation noise, Stochastics and Stochastics Reports, January 1994, Taylor & Francis,
DOI: 10.1080/17442509408833866.
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