Use of the Kalman filter for inference in state-space models with unknown noise distributions

IEEE Transactions on Automatic Control

Volumn 49, Issue 1, 2004, Pages 87-90

  Maryak, John L ^a   Spall, James C ^a   Heydon, Bryan D ^a  

^a JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

Estimation theory; Multivariate; Non Gaussian processes; State space models; Uncertainty

Indexed keywords

GAUSSIAN NOISE (ELECTRONIC); MATHEMATICAL MODELS; PROBABILITY; STATE ESTIMATION; STATE SPACE METHODS; UNCERTAIN SYSTEMS;

NON-GAUSSIAN PROCESSES; STATE SPACE MODELS;

KALMAN FILTERING;

EID: 0742321625     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2003.821415     Document Type: Article

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