Reduced-Order Quadratic Kalman-Like Filtering of Non-Gaussian Systems

DOI10.1109/TAC.2013.2246474MaRDI QIDQ5353266zbMATH OpenFDO

Authors Antonio Fasano, A. Germani, Andrea Monteriù

Publication date 8 September 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2013.2246474

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited in

(8)

• Recursive state estimation for stochastic nonlinear non-Gaussian systems using energy-harvesting sensors: a quadratic estimation approach
• On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method
• Reduced order Kalman filter for a continuous-time fractional-order system using fractional-order average derivative
• A new strategy for designing a reduced-order Kalman filter
• Optimal quadratic filtering of linear discrete-time non-Gaussian systems
• Kalman Filtering for a Generalized Class of Nonlinear Systems and a New Gaussian Quadrature Technique
• Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises
• Quadratic filtering for discrete time-varying non-Gaussian systems under binary encoding schemes

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