Discrete-time linear skew-Gaussian system and its recursive fixed-dimensional exact density filtering

DOI10.1016/J.AUTOMATICA.2023.111314MaRDI QIDQ6537276zbMATH OpenFDO

Authors Haozhan Meng, X. Rong Li, V. P. Jilkov

Publication date 14 May 2024

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2023.111314

zbMATH Keywords

exact filteringfinite-dimensional density filteringlinear skew-Gaussian systemskew-Gaussian distributionskew-Gaussian process

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11)

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