Non-linear filtering for Markov stochastic processes, using higher-order statistics (HOS) approach

DOI10.1016/S0362-546X(97)00257-5zbMath0901.60034MaRDI QIDQ4375989

Valeri Ya. Kontorovitch

Publication date: 3 March 1998

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

higher-order statistics; filtering

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

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

60H99: Stochastic analysis

Cites Work

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• Impulsive noise: A nontraditional approach
• Stochastic processes and filtering theory