Fundamental filtering limitations in linear non-Gaussian systems

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 16, Issue , 2005, Pages 273-278

  Hendeby, Gustaf ^a   Gustafsson, Fredrik ^a  

^a LINKÖPING UNIVERSITY   (Sweden)

Author keywords

Cram r rao lower bound; Kalman filters; Linear filters; Nonlinear filters; Optimal filtering

Indexed keywords

GAUSSIAN NOISE (ELECTRONIC); MONTE CARLO METHODS; NONLINEAR FILTERING; NUMERICAL METHODS;

LINEAR FILTERS; LOWER BOUNDS; NON-GAUSSIAN SYSTEMS; OPTIMAL FILTERING; OPTIMAL LINEAR FILTER; PARTICLE FILTER; STANDARD DISTRIBUTIONS;

KALMAN FILTERS;

EID: 79960708327     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20050703-6-cz-1902.00046     Document Type: Conference Paper

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