<title>Nonlinear optimal semirecursive filtering</title>

Abstract

This paper describes a new hybrid approach to filtering, in which part of the filter is recursive but another part in non-recursive. The practical utility of this notion is to reduce computational complexity. In particular, if the non- recursive part of the filter is sufficiently small, then such a filter might be cost-effective to run in real-time with computer technology available now or in the future.