Adaptive distributed partitioning filters: non-gaussian initial conditions

DOI10.1080/07362999908809610zbMath0927.93047MaRDI QIDQ4248571

Sokratis K. Katsikas, Demetrios G. Lainiotis, Pavlos K. Giannakopoulos

Publication date: 29 September 1999

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809610

zbMATH Keywords

adaptive filtering; state estimation; discrete-time linear systems; multisensor environment; Gaussian sums; partitioning filters; non-Gaussian initial conditions; hierarchical filtering

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

93E35: Stochastic learning and adaptive control

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