• 作者：Rahul Radhakrishnan ; ^a ; ^{rahul.pee13@iitp.ac.in" class="auth_mail" title="E-mail the corresponding author} ; ^{radhanrahul@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Abhinoy Kumar Singh^a ; ^{abhinoy@iitp.ac.in" class="auth_mail" title="E-mail the corresponding author} ; Shovan Bhaumik^a ; ^{shovan.bhaumik@iitp.ac.in" class="auth_mail" title="E-mail the corresponding author} ; Nutan Kumar Tomar^b ; ^{nktomar@iitp.ac.in" class="auth_mail" title="E-mail the corresponding author}
• 关键词：Nonlinear filtering ; Gauss&ndash ; Hermite quadrature ; Sparse-grid ; State-space partitioning ; Bayesian estimation ; Complexity reduction
• 刊名：Applied Mathematical Modelling
• 出版年：2016
• 出版时间：April 2016
• 年：2016
• 卷：40
• 期：7-8
• 页码：4441-4450
• 全文大小：875 K

Highligts

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A computationally efficient nonlinear filtering algorithm is proposed.

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A combination of state-space partitioning and Smolyak rule is used.

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The number of quadrature points are reduced, but accuracy still remains almost same.

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The proposed method is illustrated using two examples and the results, discussed.