High-order filters for estimation in non-Gaussian noise

DOI10.1016/0020-0255(94)90062-0zbMath0809.93057OpenAlexW2081312150MaRDI QIDQ1338852

Stelios C. A. Thomopoulos, Thomas W. Hilands

Publication date: 23 November 1994

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(94)90062-0

zbMATH Keywords

parameter estimationnon-Gaussian noisefilter equationsnonlinear functions of the innovations process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Related Items (2)

High-order filters for estimation in non-Gaussian noise ⋮ Robust adaptive filtering based on M-estimation-based minimum error entropy criterion

Cites Work

• High-order filters for estimation in non-Gaussian noise
• Recursive Bayesian estimation using Gaussian sums
• Linear and non-linear filters for linear, but not gaussian processes†
• Approximate non-Gaussian filtering with linear state and observation relations
• New estimation algorithms for discrete non-linear systems and observations with multiple time delays
• Matrix Calculus Operations and Taylor Expansions

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