Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise

DOI10.1016/S0895-7177(99)00034-5zbMath0994.93061MaRDI QIDQ1596894

R. Smith

Publication date: 5 May 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

discrete-time systems; Monte Carlo simulations; suboptimal filtering; minimum mean square estimation; Gaussian-sum type noise

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

Related Items

Gaussian sum approximation filter for nonlinear dynamic time-delay system, Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise, On the application of a hybrid ellipsoidal-rectangular interval arithmetic algorithm to interval Kalman filtering for state estimation of uncertain systems

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