TY - JOUR
T1 - An Implicit Algorithm of Solving Nonlinear Filtering Problems
JO - Communications in Computational Physics
VL - 2
SP - 382
EP - 402
PY - 2014
DA - 2014/08
SN - 16
DO - http://doi.org/10.4208/cicp.180313.130214a
UR - https://global-sci.org/intro/article_detail/cicp/7047.html
KW - 
AB - <p style="text-align: justify;">Nonlinear filter problems arise in many applications such as communications and signal processing. Commonly used numerical simulation methods include
Kalman filter method, particle filter method, etc. In this paper a novel numerical algorithm is constructed based on samples of the current state obtained by solving the
state equation implicitly. Numerical experiments demonstrate that our algorithm is
more accurate than the Kalman filter and more stable than the particle filter.</p>