Linear and non-linear filters for linear, but not gaussian processes†
DOI10.1080/00207178408933162zbMATH Open0532.93059OpenAlexW2015141184MaRDI QIDQ3315411FDOQ3315411
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
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Cites Work
- Stochastic processes and filtering theory
- Title not available (Why is that?)
- Approximate non-Gaussian filtering with linear state and observation relations
- Recursive Bayesian estimation using Gaussian sums
- Non-linear filtering by approximation of the a posteriori density
- On Prediction of Moving-Average Processes
- A comparison of linear versus non-linear prediction for polynomial functions of the Ornstein-Uhlenbeck process
Cited In (7)
- Estimation of noisy telegraph processes: Nonlinear filtering versus nonlinear smoothing (Corresp.)
- Title not available (Why is that?)
- Gaussian filters for nonlinear filtering problems
- Nonlinear filters for linear models (a robust approach)
- Non-Gaussian Filter for Continuous-Discrete Models
- 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
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