• DocumentCode
    913604
  • Title

    A note on filtering for independent increment processes (Corresp.)

  • Author

    Sworder, D.

  • Volume
    16
  • Issue
    2
  • fYear
    1970
  • fDate
    3/1/1970 12:00:00 AM
  • Firstpage
    224
  • Lastpage
    226
  • Abstract
    Using the equations of Fisher and Stear, a suboptimal filter for estimating the state of a linear system subject to non-Gaussian noise is developed. Some qualitative properties of this filter are derived.
  • Keywords
    Linear systems; State estimation; Additive noise; Differential equations; Distribution functions; Filtering; Gaussian noise; Gaussian processes; Linear systems; Nonlinear equations; Nonlinear filters; State estimation;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1970.1054431
  • Filename
    1054431
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=913604