Kalman filter with a non-linear non-Gaussian observation relation

DOI10.1007/BF02873526zbMATH Open0748.62052OpenAlexW1973499919MaRDI QIDQ4012371FDOQ4012371

Authors: Tomáš Cipra, A. M. Rubio 

Publication date: 27 September 1992

Published in: Trabajos de Estadistica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40560

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zbMATH Keywords

Kalman filterdynamic linear modelsecond-order Taylor expansionapproximate non-Gaussian filteringnonlinear non-Gaussian observation relation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cites Work

• Stochastic processes and filtering theory
• Title not available (Why is that?)
• Approximate non-Gaussian filtering with linear state and observation relations
• Optimal collapsing of mixture distributions in robust recursive estimation
• Title not available (Why is that?)

Cited In (13)

• Nonlinear Kalman filtering via ultradiscretization procedure
• Mean-square estimation of nonlinear functionals via Kalman filtering
• Title not available (Why is that?)
• Kalman filter with outliers and missing observations
• On improving sensitivity of the Kalman filter.
• Title not available (Why is that?)
• The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models
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• Respiratory parameter estimation in non-invasive ventilation based on generalized Gaussian noise models
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• Alternative state estimation from nongaussian observation

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