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