Optimal quadratic filtering of linear discrete-time non-Gaussian systems
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Publication:4850263
DOI10.1109/9.400478zbMath0836.93056OpenAlexW2064756505MaRDI QIDQ4850263
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Publication date: 2 May 1996
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.400478
geometric approachlineardiscrete-timenon-Gaussianpolynomial state estimatesecond-order polynomial transformations
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)
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