Non-Gaussian Filter for Continuous-Discrete Models

DOI10.1109/TAC.2019.2914953MaRDI QIDQ5211305zbMATH OpenOpenAlexWikidataFDO

Authors Masaya Murata, Kaoru Hiramatsu

Publication date 28 January 2020

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2019.2914953

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05) Filtering in stochastic control theory (93E11)

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Cited in

(3)

• Discrete Prolate Spheroidal Sequences as Filters in Generalized Additive Models
• Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering
• An irregular filter model

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