High-order filters for estimation in non-Gaussian noise
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Publication:1338852
DOI10.1016/0020-0255(94)90062-0zbMath0809.93057MaRDI QIDQ1338852
Stelios C. A. Thomopoulos, Thomas W. Hilands
Publication date: 23 November 1994
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0020-0255(94)90062-0
parameter estimation; non-Gaussian noise; filter equations; nonlinear functions of the innovations process
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
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Cites Work
- High-order filters for estimation in non-Gaussian noise
- Recursive Bayesian estimation using Gaussian sums
- Linear and non-linear filters for linear, but not gaussian processes†
- Approximate non-Gaussian filtering with linear state and observation relations
- New estimation algorithms for discrete non-linear systems and observations with multiple time delays
- Matrix Calculus Operations and Taylor Expansions