A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering

DOI10.1137/S036301299731610XzbMath1009.93010OpenAlexW2159882399MaRDI QIDQ2753227

Raimund J. Ober, Bernard Hanzon

Publication date: 29 October 2001

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s036301299731610x

zbMATH Keywords

momentsMarkov parametersimpulse responsenon-Gaussian filteringrational probability density functionrealization theory for linear systemsspectral summand

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Realizations from input-output data (93B15)

Related Items (2)

Non-Gaussian Bayesian filtering by density parametrization using power moments ⋮ State space calculations for discrete probability densities

This page was built for publication: A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering