Description:
The state estimation problem of stochastic nonlinear non-Gaussian dynamic system will be considered. The stress will be laid on numerical solution of the Bayesian recursive relations by the point-mass approach and its aspects. Particularly, the problem of the grid design will be discussed. Single-grid and multi-grid designs together with splitting and merging techniques for multi-grid design will be presented. Illustrative examples will be shown to provide a better insight into the grid design procedure.