An estimation approach for linear stochastic systems based on characteristic functions
type: Item
instance of: scholarly article
title: An estimation approach for linear stochastic systems based on characteristic functions
zbMATH Open document ID: 1357.93094
author: Moshe Idan
author: Jason L. Speyer
published in: Automatica
publication date: 2017-03-28T00:00:00Z
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93E03
zbMATH DE Number: 6697695
zbMATH Keywords: estimation
zbMATH Keywords: conditional probability density function
zbMATH Keywords: filtering for non-Gaussian noise
zbMATH Keywords: characteristic functions
MaRDI profile type: Publication
full work available at URL: j.automatica.2016.12.038
OpenAlex ID: W2581363200
cites work: Q3084090
cites work: Cauchy Estimation for Linear Scalar Systems
cites work: State Estimation for Linear Scalar Dynamic Systems with Additive Cauchy Noises: Characteristic Function Approach
cites work: Multivariate Cauchy Estimator with Scalar Measurement and Process Noises
cites work: Q4301585
cites work: Stochastic Processes, Estimation, and Control
DOI: 10.1016/J.AUTOMATICA.2016.12.038
description: scientific article; zbMATH DE number 6697695