Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise

DOI10.1016/S0895-7177(99)00034-5zbMath0994.93061MaRDI QIDQ1596894

R. Smith

Publication date: 5 May 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

discrete-time systemsMonte Carlo simulationssuboptimal filteringminimum mean square estimationGaussian-sum type noise

Mathematics Subject Classification ID

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

Related Items (3)

Gaussian sum approximation filter for nonlinear dynamic time-delay system ⋮ On the application of a hybrid ellipsoidal-rectangular interval arithmetic algorithm to interval Kalman filtering for state estimation of uncertain systems ⋮ Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise

Cites Work

• Kalman filtering with real-time applications
• Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
• An adaptive robustizing approach to Kalman filtering
• Stochastic processes and filtering theory
• Recursive Bayesian estimation using Gaussian sums
• Optimal Hankel-norm approximation approach to model reduction of large-scale Markov chains
• Approximate non-Gaussian filtering with linear state and observation relations
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Robust estimation via stochastic approximation
• The 1972 Wald Lecture Robust Statistics: A Review
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise