Geodesic
Note on approximate non-Gaussian filtering with nonlinear observation relation
Commentationes Mathematicae Universitatis Carolinae, Tome 31 (1990) no. 3, pp. 601-605 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 60G35, 62M10, 93E11 
@article{CMUC_1990_31_3_a19,
     author = {Cipra, Tom\'a\v{s}},
     title = {Note on approximate {non-Gaussian} filtering with nonlinear observation relation},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     pages = {601--605},
     year = {1990},
     volume = {31},
     number = {3},
     mrnumber = {1078492},
     zbl = {0713.60053},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMUC_1990_31_3_a19/}
}
TY  - JOUR
AU  - Cipra, Tomáš
TI  - Note on approximate non-Gaussian filtering with nonlinear observation relation
JO  - Commentationes Mathematicae Universitatis Carolinae
PY  - 1990
SP  - 601
EP  - 605
VL  - 31
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/CMUC_1990_31_3_a19/
LA  - en
ID  - CMUC_1990_31_3_a19
ER  - 
%0 Journal Article
%A Cipra, Tomáš
%T Note on approximate non-Gaussian filtering with nonlinear observation relation
%J Commentationes Mathematicae Universitatis Carolinae
%D 1990
%P 601-605
%V 31
%N 3
%U http://geodesic.mathdoc.fr/item/CMUC_1990_31_3_a19/
%G en
%F CMUC_1990_31_3_a19
Cipra, Tomáš. Note on approximate non-Gaussian filtering with nonlinear observation relation. Commentationes Mathematicae Universitatis Carolinae, Tome 31 (1990) no. 3, pp. 601-605. http://geodesic.mathdoc.fr/item/CMUC_1990_31_3_a19/

[1] Anderson B. D. O, Moore J.B.: Optimal Filtering. Prentice-Hall, Englewood Cliffs, New Jersey, 1979. | Zbl

[2] Jazwinski A. H.: Stochastic Processes and Filtering Theory. Academic Press, New York, 1970. | Zbl

[3] Masreliez C. J.: Approximate non-Gaussian filtering with linear state and observation relations. IEEE Transactions on Automatic Control AC-20 (1975), 107-110. | Zbl

[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.

[5] Stockinger N., Dutter R.: Robust time series analysis: A survey. Supplement to the journal Kybernetika 23 (1987). | MR | Zbl