Kushner non-linear filter (Filtering Problem (Stochastic Processes) Filtering Problem (Stochastic Processes))
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Time Complexity
$O(n^{3})$
Space Complexity
$O(n^{2})$?? words
(Generally works with a constant number of non-linear transformations; assumes that the description of the non-linear transformations is O(n^2))
Description
Approximate?
Exact
Randomized?
No, deterministic
Model of Computation
Word/Real RAM
Year
1967