A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering (Q2753227)

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A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering
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    A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering (English)
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    29 October 2001
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    realization theory for linear systems
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    non-Gaussian filtering
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    rational probability density function
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    spectral summand
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    impulse response
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    moments
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    Markov parameters
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