Colored Tobit Kalman filter

DOI10.1080/03610926.2021.1929321arXiv2007.15335OpenAlexW3164786065MaRDI QIDQ6107584

K. Loumponias

Publication date: 3 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.15335

zbMATH Keywords

Kalman filteringcolored noisemoment generating functioncensored data

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Multivariate truncated moments
• Design of near-optimal linear digital tracking filters with colored input
• Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
• Distributed Federated Tobit Kalman Filter Fusion Over a Packet-Delaying Network: A Probabilistic Perspective

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