• DocumentCode
    810889
  • Title

    Optimal quadratic filtering of linear discrete-time non-Gaussian systems

  • Author

    Santis, A. De ; Germani, A. ; Raimondi, M.

  • Author_Institution
    Dipartimento di Inf. e Sistemistica, Rome Univ., Italy
  • Volume
    40
  • Issue
    7
  • fYear
    1995
  • fDate
    7/1/1995 12:00:00 AM
  • Firstpage
    1274
  • Lastpage
    1278
  • Abstract
    In this work, the state estimation problem for linear discrete-time systems with non-Gaussian state and output noises is dealt with. By following a geometric approach, an optimal recursive second-order polynomial estimate is proposed, which actually improves the widely used optimal linear one
  • Keywords
    discrete time systems; filtering theory; linear systems; polynomials; recursive estimation; state estimation; geometric approach; linear discrete-time nonGaussian systems; optimal quadratic filtering; optimal recursive second-order polynomial estimate; state estimation; Filtering; Hilbert space; Nonlinear filters; Parameter estimation; Polynomials; Random variables; Recursive estimation; State estimation; Stochastic resonance; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.400478
  • Filename
    400478
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=810889