Czasopismo
Tytuł artykułu
Autorzy
Warianty tytułu
Języki publikacji
Abstrakty
The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian Lévy noise is present, the conventional Kalman filter may fail to be effective due to the fact that the non-Gaussian Lévy noise may have infinite variance. A modified Kalman filter for linear systems with non-Gaussian Lévy noise is devised. It works effectively with reasonable computational cost. Simulation results are presented to illustrate this non-Gaussian filtering method.
Słowa kluczowe
Kategorie tematyczne
Czasopismo
Rocznik
Tom
Numer
Strony
239-246
Opis fizyczny
Daty
wydano
2015
Twórcy
autor
- School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, Hubei, 430074, China
autor
- Department of Applied Mathematics, Illinois Institute of Technology, Chicago, IL 60616, U.S.A.
autor
- Department of Applied Mathematics, Illinois Institute of Technology, Chicago, IL 60616, U.S.A.
autor
- School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, Hubei, 430074, China
Bibliografia
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-doi-10_4064-bc105-0-14