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Nonlinear filters : estimation and applications

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Cover of 'Nonlinear filters : estimation and applications'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 State-Space Model in Linear Case
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    Chapter 3 Nonlinear Filters Based on Taylor Series Expansion
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    Chapter 4 Nonlinear Filters Based on Density Approximation
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    Chapter 5 Comparison of Nonlinear Filters: Monte-Carlo Experiments
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    Chapter 6 An Application of Nonlinear Filters: Estimation of Permanent Consumption
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    Chapter 7 Summary and Directions for Further Research
Attention for Chapter 3: Nonlinear Filters Based on Taylor Series Expansion
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