Approximate Non-Gaussian Filtering with Linear State and Observation Relations

IEEE Transactions on Automatic Control

Volumn 20, Issue 1, 1975, Pages 107-110

  Masreliez, C J ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS - KALMAN FILTERS;

NON-GAUSSIAN FILTERING; STATE ESTIMATION;

INFORMATION THEORY;

EID: 0016473357     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1975.1100882     Document Type: Article

References (12)

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3. R. S. Bucy, K. D. Senne, and C. Hecht, “An engineer's guide to building nonlinear filters,” Frank J. Seiler Res. Lab. (AFSC), DDC AD746921, AD746921.
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10. C. J. Masreliez, “Robust recursive estimation and filtering,” Ph.D. dissertation, Univ. Washington, Seattle, Dec. 1972.
11. H. E. Rauch, F. Tung, and C. T. Striebel, “Maximum likelihood estimates of linear dynamic systems,” AIAA J., vol. 3, no. 8, 1965.
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