Robust ε-contaminated gaussian filtering of discrete-time linear systems

DOI10.1080/00207178808906299zbMath0659.93067OpenAlexW1985406606MaRDI QIDQ3809702

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Publication date: 1988

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178808906299

zbMATH Keywords

Monte Carlo simulationsrobust filterrobust state estimation\(\epsilon\)-contaminated Gaussian densitymulti-input single-output discrete-time linear systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Cites Work

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• Recursive Bayesian estimation using Gaussian sums
• Approximate non-Gaussian filtering with linear state and observation relations
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Tracking methods in a multitarget environment
• A suboptimal estimation algorithm with probabilistic editing for false measurements with applications to target tracking with wake phenomena

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