State estimation under non-Gaussian Lévy noise: A modified Kalman filtering method

DOI10.4064/bc105-0-14zbMath1320.93082arXiv1303.2395OpenAlexW2963083466MaRDI QIDQ5265544

Xu Sun, Xiaofan Li, Xiang Jun Wang, Jin-qiao Duan

Publication date: 28 July 2015

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.2395

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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