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

DOI10.1007/BF02873526MaRDI QIDQ4012371zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4174041 (Why is no real title available?)
• scientific article; zbMATH DE number 61455 (Why is no real title available?)
• Approximate non-Gaussian filtering with linear state and observation relations
• Optimal collapsing of mixture distributions in robust recursive estimation
• Stochastic processes and filtering theory

Cited in

(13)

• Nonlinear Kalman filtering via ultradiscretization procedure
• Mean-square estimation of nonlinear functionals via Kalman filtering
• scientific article; zbMATH DE number 4174041 (Why is no real title available?)
• Kalman filter with outliers and missing observations
• On improving sensitivity of the Kalman filter.
• scientific article; zbMATH DE number 774875 (Why is no real title available?)
• The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models
• scientific article; zbMATH DE number 6193676 (Why is no real title available?)
• scientific article; zbMATH DE number 6452678 (Why is no real title available?)
• scientific article; zbMATH DE number 3855026 (Why is no real title available?)
• Respiratory parameter estimation in non-invasive ventilation based on generalized Gaussian noise models
• scientific article; zbMATH DE number 513088 (Why is no real title available?)
• Alternative state estimation from nongaussian observation

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