Optimal discretization and updating procedures for Gauss qudarature estimators

@article{Wang1975OptimalDA,
  title={Optimal discretization and updating procedures for Gauss qudarature estimators},
  author={A. H. Wang and R. Klein},
  journal={1975 IEEE Conference on Decision and Control including the 14th Symposium on Adaptive Processes},
  year={1975},
  pages={327-336}
}
This paper presents an alternative method in dealing with non-linear estimation problems. The principle is to approximate the integration of the conditional density functions by using Gaussian Qudrature Formulae and set up the grid for the current filtering density simultaneously. The grid is centered at the filtering mean. The size of the region where the grid locates is changed according to the conditional distribution. A method for choosing the number of nodes and the integration interval to… CONTINUE READING

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