Note on approximate non-Gaussian filtering with nonlinear observation relation

Tomáš Cipra

Commentationes Mathematicae Universitatis Carolinae (1990)

  • Volume: 031, Issue: 3, page 601-605
  • ISSN: 0010-2628

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Cipra, Tomáš. "Note on approximate non-Gaussian filtering with nonlinear observation relation." Commentationes Mathematicae Universitatis Carolinae 031.3 (1990): 601-605. <http://eudml.org/doc/17880>.

@article{Cipra1990,
author = {Cipra, Tomáš},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {non-Gaussian linear filtering},
language = {eng},
number = {3},
pages = {601-605},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Note on approximate non-Gaussian filtering with nonlinear observation relation},
url = {http://eudml.org/doc/17880},
volume = {031},
year = {1990},
}

TY - JOUR
AU - Cipra, Tomáš
TI - Note on approximate non-Gaussian filtering with nonlinear observation relation
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1990
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 031
IS - 3
SP - 601
EP - 605
LA - eng
KW - non-Gaussian linear filtering
UR - http://eudml.org/doc/17880
ER -

References

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  1. Anderson B. D. O, Moore J.B., Optimal Filtering, Prentice-Hall, Englewood Cliffs, New Jersey, 1979. (1979) Zbl0688.93058
  2. Jazwinski A. H., Stochastic Processes and Filtering Theory, Academic Press, New York, 1970. (1970) Zbl0203.50101
  3. Masreliez C. J., Approximate non-Gaussian filtering with linear state and observation relations, IEEE Transactions on Automatic Control AC-20 (1975), 107-110. (1975) Zbl0298.93018
  4. Martin R. D., Robust estimation of time series autoregressions, in: Robustness in Statistics (R. L. Launer and G. Wilkinson, eds.), Academic Press, New York, 1979. (1979) 
  5. Stockinger N., Dutter R., Robust time series analysis: A survey, Supplement to the journal Kybernetika 23 (1987). (1987) Zbl0652.62088MR0921397

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