RECURSIVE FILTER FOR THE FIRST-ORDER NONLINEAR DISCRETE-TIME SYSTEMS WITH NON-NORMAL NOISES
非正态噪声一阶非线性离散系统的递推滤波

In this paper the first order nonlinear discrete-time filtering problem for the first ordersystem is discussed under condition that the noise has distribution density.By use of the jointdistribution function,a recursive method for filtering is obtained.