Reduced-Order Quadratic Kalman-Like Filtering of Non-Gaussian Systems

DOI10.1109/TAC.2013.2246474zbMath1369.93621MaRDI QIDQ5353266

Alfredo Germani, Andrea Monteriù, Antonio Fasano

Publication date: 8 September 2017

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (4)

Quadratic filtering for discrete time-varying non-Gaussian systems under binary encoding schemes ⋮ On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method ⋮ Reduced order Kalman filter for a continuous-time fractional-order system using fractional-order average derivative ⋮ Recursive state estimation for stochastic nonlinear non-Gaussian systems using energy-harvesting sensors: a quadratic estimation approach

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