Alternative state estimation from nongaussian observation

DOI10.1016/0378-4754(84)90005-3MaRDI QIDQ800302zbMATH OpenOpenAlexFDO

Authors João Bosco da Mota Alves

Publication date 1984

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4754(84)90005-3

zbMATH Keywords

state estimationprefilterinnovation processnongaussian observation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

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