Live briefing
Everything about Nonlinear filter
Signal filter whose output is not a linear function of its input
In signal processing, a nonlinear filter is a filter whose output is not a linear function of its input. That is, if the filter outputs signals R and S for two input signals r and s separately, but does not always output αR + βS when the input is a linear combination αr + βs. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Nonlinear filterA 5-minute orientation
- Skim a recent paper: Command Filter-Based Adaptive Fuzzy Finite-Time Output Feedback Control of Nonlinear Electrohydraulic Servo SystemInfluential work since 2022
- Pick up a classic book: Discrete-Time Inverse Optimal Control for Nonlinear SystemsThe most-reprinted book on the subject
- Read the landmark paper: A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian trackingCited 9,125 times
- Go sideways: Filtering problem (stochastic processes)A closely related topic
- Go sideways: Ruslan StratonovichA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking
On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
Unscented Filtering and Nonlinear Estimation
A new method for the nonlinear transformation of means and covariances in filters and estimators
Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models
🆕 Influential since 2022
Command Filter-Based Adaptive Fuzzy Finite-Time Output Feedback Control of Nonlinear Electrohydraulic Servo System
Command Filter Adaptive Asymptotic Tracking of Uncertain Nonlinear Systems With Time-Varying Parameters and Disturbances
Command Filter-Based Predefined Time Adaptive Control for Nonlinear Systems
Converted state equation Kalman filter for nonlinear maneuvering target tracking
Dual Set Membership Filter With Minimizing Nonlinear Transformation of Ellipsoid
📚 Books worth reading
Discrete-Time Inverse Optimal Control for Nonlinear SystemsEdgar N. Sanchez, Fernando Ornelas-Tellez · 2013- 📕Nonlinear Control and Filtering for Stochastic Networked SystemsLifeng Ma, Zidong Wang · 2018
- 📕Study of one- and two-dimensional filtering and deconvolution algorithms for a streaming array computerGeorge E. Ioup · 1985
Nonlinear filtersHisashi Tanizaki · 1993
Fundamentals of nonlinear digital filteringJaakko Astola · 1997- 📕Nonlinear FilteringJitendra R. Raol, Girija Gopalratnam · 2017
- 📕Nonlinear Digital Filtering with PythonRonald K. Pearson, Moncef Gabbouj · 2015
Nonlinear image processingSanjit Kumar Mitra, Giovanni L. Sicuranza · 2000
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
- Filtering problem (stochastic processes) In the theory of stochastic processes, filtering describes the problem of determining the state of a system from an incomplete and potentially noisy set…
- Ruslan Stratonovich Ruslan Leont'evich Stratonovich (Russian: Русла́н Лео́нтьевич Страто́нович) was a Russian physicist, engineer, and probabilist and one of the founders…
- Moshe Zakai Moshe Zakai (Hebrew: משה זכאי; December 22, 1926 – November 27, 2015) was a Distinguished Professor at the Technion, Israel in electrical engineering,…
- Kushner equation In filtering theory the Kushner equation (after Harold Kushner) is an equation for the conditional probability density of the state of a stochastic non-linear…
- Zakai equation In filtering theory the Zakai equation is a linear stochastic partial differential equation for the un-normalized density of a hidden state. In contrast…
- Signal processing Signal processing is an electrical engineering subfield that focuses on analyzing, modifying and synthesizing signals, such as sound, images, potential…
- Kalman filter In statistics and control theory, Kalman filtering (also known as linear quadratic estimation) is an algorithm that uses a series of measurements observed…
- Separation principle in stochastic control The separation principle is one of the fundamental principles of stochastic control theory, which states that the problems of optimal control and state…