Approximate MMSE Estimator for Linear Dynamic Systems With Gaussian Mixture Noise

DOI10.1109/TAC.2016.2594378zbMath1366.93639arXiv1404.3638OpenAlexW2963518804MaRDI QIDQ5280426

F. Labeau, Leila Pishdad

Publication date: 27 July 2017

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

Full work available at URL: https://arxiv.org/abs/1404.3638

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Estimation and detection in stochastic control theory (93E10)

This page was built for publication: Approximate MMSE Estimator for Linear Dynamic Systems With Gaussian Mixture Noise