Displaying similar documents to “Analysis of FM demodulator output noise with applications to FM telemetry.”

State estimation under non-Gaussian Lévy noise: A modified Kalman filtering method

Xu Sun, Jinqiao Duan, Xiaofan Li, Xiangjun Wang (2015)

Banach Center Publications

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The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian Lévy noise is present, the conventional Kalman filter may fail to be effective due to the fact that the non-Gaussian Lévy noise may have infinite variance. A modified Kalman filter for linear systems with non-Gaussian Lévy noise is devised. It works effectively with reasonable computational cost. Simulation results are presented to illustrate this non-Gaussian filtering...

Kalman filter with a non-linear non-Gaussian observation relation.

Tomás Cipra, Asunción Rubio (1991)

Trabajos de Estadística

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The dynamic linear model with a non-linear non-Gaussian observation relation is considered in this paper. Masreliez's theorem (see Masreliez's (1975)) of approximate non-Gaussian filtering with linear state and observation relations is extended to the case of a non-linear observation relation that can be approximated by a second-order Taylor expansion.

Error in generating a normal distribution

Bruno Šubert (1967)

Aplikace matematiky

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In this paper an estimate for the maximum difference of onedimensional distribution function of a random process and the normal distribution function is given. The process is supposed to be obtained by a passage of a sequence of pulses with random polarity through a linear filter. In two special cases the influence of the impulse-response function of the filter on the difference is studied.