Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
From MaRDI portal
Publication:1596894
DOI10.1016/S0895-7177(99)00034-5zbMath0994.93061MaRDI QIDQ1596894
Publication date: 5 May 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
discrete-time systemsMonte Carlo simulationssuboptimal filteringminimum mean square estimationGaussian-sum type noise
Related Items
Gaussian sum approximation filter for nonlinear dynamic time-delay system, On the application of a hybrid ellipsoidal-rectangular interval arithmetic algorithm to interval Kalman filtering for state estimation of uncertain systems, Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
Cites Work
- Kalman filtering with real-time applications
- Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
- An adaptive robustizing approach to Kalman filtering
- Stochastic processes and filtering theory
- Recursive Bayesian estimation using Gaussian sums
- Optimal Hankel-norm approximation approach to model reduction of large-scale Markov chains
- Approximate non-Gaussian filtering with linear state and observation relations
- Robust bayesian estimation for the linear model and robustifying the Kalman filter
- Robust estimation via stochastic approximation
- The 1972 Wald Lecture Robust Statistics: A Review
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item