Linear and non-linear filters for linear, but not gaussian processes†

DOI10.1080/00207178408933162MaRDI QIDQ3315411zbMATH OpenOpenAlexFDO

Authors T. Subba Rao, M. Yar

Publication date 1984

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178408933162

zbMATH Keywords

innovation processnonlinear filterobservable process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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Cites work

• A comparison of linear versus non-linear prediction for polynomial functions of the Ornstein-Uhlenbeck process
• Approximate non-Gaussian filtering with linear state and observation relations
• scientific article; zbMATH DE number 3054885 (Why is no real title available?)
• Non-linear filtering by approximation of the a posteriori density
• On Prediction of Moving-Average Processes
• Recursive Bayesian estimation using Gaussian sums
• Stochastic processes and filtering theory

Cited in

(7)

• High-order filters for estimation in non-Gaussian noise
• Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter
• Estimation of noisy telegraph processes: Nonlinear filtering versus nonlinear smoothing (Corresp.)
• scientific article; zbMATH DE number 4058546 (Why is no real title available?)
• Gaussian filters for nonlinear filtering problems
• Nonlinear filters for linear models (a robust approach)
• Non-Gaussian Filter for Continuous-Discrete Models

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