Skew-$t$ Filter and Smoother With Improved Covariance Matrix Approximation

DOI10.1109/TSP.2018.2865434zbMath1415.94197arXiv1608.07435MaRDI QIDQ4622440

Robert Piché, Fredrik Gustafsson, Henri Nurminen, Tohid Ardeshiri

Publication date: 12 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.07435

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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