| Title:
|
Note on approximate non-Gaussian filtering with nonlinear observation relation (English) |
| Author:
|
Cipra, Tomáš |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
31 |
| Issue:
|
3 |
| Year:
|
1990 |
| Pages:
|
601-605 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G35 |
| MSC:
|
62M10 |
| MSC:
|
93E11 |
| idZBL:
|
Zbl 0713.60053 |
| idMR:
|
MR1078492 |
| . |
| Date available:
|
2008-06-05T21:45:29Z |
| Last updated:
|
2012-04-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/106893 |
| . |
| Reference:
|
[1] Anderson B. D. O, Moore J.B.: Optimal Filtering.Prentice-Hall, Englewood Cliffs, New Jersey, 1979. Zbl 0688.93058 |
| Reference:
|
[2] Jazwinski A. H.: Stochastic Processes and Filtering Theory.Academic Press, New York, 1970. Zbl 0203.50101 |
| Reference:
|
[3] Masreliez C. J.: Approximate non-Gaussian filtering with linear state and observation relations.IEEE Transactions on Automatic Control AC-20 (1975), 107-110. Zbl 0298.93018 |
| Reference:
|
[4] Martin R. D.: Robust estimation of time series autoregressions.in: Robustness in Statistics (R. L. Launer and G. Wilkinson, eds.), Academic Press, New York, 1979. |
| Reference:
|
[5] Stockinger N., Dutter R.: Robust time series analysis: A survey.Supplement to the journal Kybernetika 23 (1987). Zbl 0652.62088, MR 0921397 |
| . |
