Adaptive distributed partitioning filters: non-gaussian initial conditions

DOI10.1080/07362999908809610zbMath0927.93047OpenAlexW2030934473MaRDI QIDQ4248571

Sokratis K. Katsikas, Pavlos K. Giannakopoulos, Demetrios G. Lainiotis

Publication date: 29 September 1999

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809610

zbMATH Keywords

adaptive filteringstate estimationdiscrete-time linear systemsmultisensor environmentGaussian sumspartitioning filtersnon-Gaussian initial conditionshierarchical filtering

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic learning and adaptive control (93E35)

Cites Work

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• Nonlinear filtering for discrete-time linear systems with non-Gaussian initial data
• Optimal non-linear estimation†
• Monte Carlo study of the optimal non-linear estimator: linear systems with non-gaussian initial states †
• Finite-dimensional sensor orbits and optimal nonlinear filtering

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