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A non-linear explicit filter

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Book ID: 104302015
Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 135 KB
Volume: 61
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(02)00344-9

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✦ Synopsis

We propose a non-linear model of ÿltering in discrete time. The signal is linear but noises are multiplicative and non-Gaussian. We exhibit a class of distributions including the standard centered Gaussian which is closed for the ÿltering algorithm.

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