State Estimation for Linear Scalar Dynamic Systems with Additive Cauchy Noises: Characteristic Function Approach

DOI10.1137/110831362zbMath1252.93123OpenAlexW2075660266MaRDI QIDQ3143245

Jason L. Speyer, Moshe Idan

Publication date: 29 November 2012

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

Full work available at URL: https://doi.org/10.1137/110831362

zbMATH Keywords

characteristic functionsCauchy probability density functionnonlinear estimation with heavy tailed noises

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Sequential estimation (62L12)

Related Items (5)

Multivariate Estimator for Linear Dynamical Systems with Additive Laplace Measurement and Process Noises ⋮ A Note on Hyper-Plane Arrangements in R^d ⋮ Laplace estimation for scalar linear systems ⋮ An estimation approach for linear stochastic systems based on characteristic functions ⋮ Maximum conditional probability stochastic controller for linear systems with additive Cauchy noises

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