Systematic Numerical Experiments in Nonlinear Filtering With Automatic FORTRAN Code Generation.

Abstract

This paper describes a system, still under development, whose purpose is to make numerical experiments in nonlinear filtering easy. Given a description, in terms of a list of keywords and pieces of data, of both the nonlinear filtering problem and the algorithm to solve it, the system, which is written itself in MACSYMA, produces a Fortran program. Emphasis has been put on graphic output, using GKS. There is also an interactive mode, in which the system helps the user building this list of keywords and pieces of data.