Discrete-time linear skew-Gaussian system and its recursive fixed-dimensional exact density filtering

DOI10.1016/j.automatica.2023.111314zbMath1539.93184MaRDI QIDQ6537276

V. P. Jilkov, Haozhan Meng, Xuerong Li

Publication date: 14 May 2024

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

skew-Gaussian processexact filteringfinite-dimensional density filteringlinear skew-Gaussian systemskew-Gaussian distribution

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

This page was built for publication: Discrete-time linear skew-Gaussian system and its recursive fixed-dimensional exact density filtering