✦ LIBER ✦

Approximate non-Gaussian filtering with linear state and observation relations

✍ Scribed by Masreliez, C.

Book ID: 118260557
Publisher: IEEE
Year: 1975
Tongue: English
Weight: 402 KB
Volume: 20
Category: Article
ISSN: 0018-9286
DOI: 10.1109/tac.1975.1100882

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Kalman filter with a non-linear non-Gaus

Kalman filter with a non-linear non-Gaussian observation relation

✍ T. Cipra; A. Rubio 📂 Article 📅 1991 🏛 Springer-Verlag ⚖ 270 KB

Optimal filtering for linear systems wit

Optimal filtering for linear systems with state and observation delays

✍ Michael Basin; Aracelia Alcorta-Garcia; Jesus Rodriguez-Gonzalez 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 147 KB

## Abstract In this paper, the optimal filtering problem for linear systems with state and observation delays is treated proceeding from the general expression for the stochastic Ito differential of the optimal estimate, error variance, and various error covariances. As a result, the optimal estima

Approximate Bayesian Approach to Non-Gau

Approximate Bayesian Approach to Non-Gaussian Estimation in a Linear Model with Dependent State and Noise Vectors

✍ H. S. Hoang; R. Baraille; O. Talagrand; P. DeMey 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 292 KB

Receding horizon filtering for discrete-

Receding horizon filtering for discrete-time linear systems with state and observation delays

✍ Song, I.Y.; Kim, D.Y.; Shin, V.; Jeon, M. 📂 Article 📅 2012 🏛 The Institution of Engineering and Technology 🌐 English ⚖ 369 KB

Non-linear filtering with discontinuous

Non-linear filtering with discontinuous observations and applications to life sciences

✍ Giovanni B. Di Masi; Wolfgang J. Runggaldier 📂 Article 📅 1983 🏛 Springer 🌐 English ⚖ 343 KB

Non-linear filtering with discontinuous

Non-linear filtering with discontinuous observations and applications to life sciences

✍ Giovanni B. Di Masi; Wolfgang J. Runggaldier 📂 Article 📅 1983 🏛 Springer 🌐 English ⚖ 353 KB