Nonlinear filtering for discrete-time linear systems with non-Gaussian initial data

DOI10.1109/9.29414zbMath0687.93071OpenAlexW2084596977WikidataQ57979237 ScholiaQ57979237MaRDI QIDQ4206676

Kenneth A. Loparo, Casilda D. de Benito

Publication date: 1989

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.29414

zbMATH Keywords

optimal minimum mean-square error (MMSE) filtering problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

Related Items (2)

Adaptive distributed partitioning filters: non-gaussian initial conditions ⋮ Partitioning nonlinear filters for non-gaussian initial conditions and correlated noises

This page was built for publication: Nonlinear filtering for discrete-time linear systems with non-Gaussian initial data