An estimation approach for linear stochastic systems based on characteristic functions

DOI10.1016/J.AUTOMATICA.2016.12.038zbMath1357.93094OpenAlexW2581363200MaRDI QIDQ518304

Moshe Idan, Jason L. Speyer

Publication date: 28 March 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.12.038

zbMATH Keywords

estimationcharacteristic functionsconditional probability density functionfiltering for non-Gaussian noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Maximum conditional probability stochastic controller for linear systems with additive Cauchy noises ⋮ Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems

Cites Work

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• State Estimation for Linear Scalar Dynamic Systems with Additive Cauchy Noises: Characteristic Function Approach
• Stochastic Processes, Estimation, and Control
• Cauchy Estimation for Linear Scalar Systems
• Multivariate Cauchy Estimator with Scalar Measurement and Process Noises

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