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Comments on "Finite-dimensional filters with nonlinear drift" [and addendum]

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3 Author(s)
F. E. Daum ; Raytheon Co., Marlborough, MA, USA ; S. S. -T. Yau ; S. T. Yau

Over ten years ago Daum [1986-88] introduced nonlinear filters for discrete time measurements which are more general than the filters recently announced by Yau and Yau [1997] for continuous time observations. The authors say that, "Recently Yau and Yau introduced a new direct method to solve the estimation problem... . They factored the problem into two parts: 1) the on-line solution of a finite system of ordinary differential equations (ODEs), and 2) the off-line calculation of the Kolmogorov equation." However, this direct method of factorization was introduced over ten years ago as indicated explicitly in the quote from Daum [1987]. Yau and Yau give a response to Daum's comments.

Published in:

IEEE Transactions on Aerospace and Electronic Systems  (Volume:34 ,  Issue: 2 )