Kalman filter with a non-linear non-Gaussian observation relation

DOI10.1007/BF02873526zbMath0748.62052OpenAlexW1973499919MaRDI QIDQ4012371

A. M. Rubio, Tomáš Cipra

Publication date: 27 September 1992

Published in: Trabajos de Estadistica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40560

zbMATH Keywords

Kalman filterdynamic linear modelsecond-order Taylor expansionapproximate non-Gaussian filteringnonlinear non-Gaussian observation relation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (4)

Kalman filter with outliers and missing observations ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Respiratory parameter estimation in non-invasive ventilation based on generalized Gaussian noise models

Cites Work

• Stochastic processes and filtering theory
• Optimal collapsing of mixture distributions in robust recursive estimation
• Approximate non-Gaussian filtering with linear state and observation relations
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