Linear and non-linear filters for linear, but not gaussian processes†
暂无分享,去创建一个
T. Subba Rao | M. Yar | T. Rao | M. Yar
[1] F. Maltz,et al. A comparison of linear versus non-linear prediction for polynomial functions of the Ornstein-Uhlenbeck process , 1972, Journal of Applied Probability.
[2] A. D. Wyner,et al. On prediction of moving-average processes , 1980, The Bell System Technical Journal.
[3] T. Kailath,et al. An innovations approach to least-squares estimation--Part III: Nonlinear estimation in white Gaussian noise , 1971 .
[4] C. Masreliez. Approximate non-Gaussian filtering with linear state and observation relations , 1975 .
[5] H. Sorenson,et al. Recursive bayesian estimation using gaussian sums , 1971 .
[6] Norbert Wiener,et al. Extrapolation, Interpolation, and Smoothing of Stationary Time Series, with Engineering Applications , 1949 .
[7] R. Bucy. Linear and nonlinear filtering , 1970 .
[8] A. Jazwinski. Stochastic Processes and Filtering Theory , 1970 .
[9] H. Sorenson,et al. NONLINEAR FILTERING BY APPROXIMATION OF THE A POSTERIORI DENSITY , 1968 .