State estimation for linear scalar dynamic systems with additive Cauchy noises: Characteristic function approach

SIAM Journal on Control and Optimization

Volumn 50, Issue 4, 2012, Pages 1971-1994

  Idan, Moshe ^a   Speyer, Jason L ^b  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Cauchy probability density function; Characteristic functions; Nonlinear estimation with heavy tailed noises

Indexed keywords

CHARACTERISTIC FUNCTIONS; CONDITIONAL DENSITY; CONDITIONAL MEANS; CONDITIONAL VARIANCE; DISCRETE LINEAR SYSTEMS; FINITE DIMENSIONAL; HEAVY-TAILED; LINEAR MEASUREMENTS; MEASUREMENT NOISE; NON-GAUSSIAN DENSITIES; PRACTICAL SYSTEMS; PROBABILITY DENSITY FUNCTION (PDF); RECURSIONS; SECOND MOMENTS; SPECTRAL VALUE;

COMMUNICATION CHANNELS (INFORMATION THEORY); DATA HANDLING; LINEAR SYSTEMS; PROBABILITY DENSITY FUNCTION;

FADING CHANNELS;

EID: 84866369062     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/110831362     Document Type: Article

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