Preview
Unable to display preview. Download preview PDF.
10.6 References
V.E. Benes and I. Karatzas, Estimation and control for linear, partially observable systems with non-Gaussian initial distribution, Stochastic Processes and their Applications, 14, pp 233–248, 1983.
A.H. Jazwinski, Stochastic Processes and Filtering Theory, Academic Press, New York, 1970.
R.L. Moose, H.F. Vanlandingham and D.H. McCabe, Modelling and estimation for tracking maneuvering targets, IEEE Trans. on Aerospace and Electronic Systems, 15, pp 448–456, 1979.
R.A. Singer, Estimating optimal tracking filter performance for manned maneuvering targets, IEEE Trans. on Aerospace and Electronic Systems, pp. 473–483, 1970.
N.E. Nahi, Optimal recursive estimation with uncertain observation, IEEE Trans. on Information Theory, IT-15, pp 457–462, 1969.
H.W. Brewer, Identification of the noise characteristics in a Kalman filter, Control and Dynamic Systems, Edited by C.T. Leondes, Vol. 12, pp. 491–581, Academic Press, New York, 1976.
R.F. Ohap and A.R. Stubberud, Adaptive minimum variance estimation in discrete-time linear systems, Control and Dynamic Systems, Edited by C.T. Leondes, Vol. 12, pp. 583–624, Academic Press, New York, 1976.
L. Chin, Advances in adaptive filtering, Control and Dynamic Systems, Edited by C.T. Leondes, Vol. 15, pp. 277–356, Academic Press, New York, 1979.
K. Ohnishi, Direct recursive estimation of noise statistics, Control and Dynamic Systems, Edited by C.T. Leondes, Vol. 16, pp. 249–297, Academic Press, New York, 1980.
Editor information
Rights and permissions
Copyright information
© 1985 Springer-Verlag
About this chapter
Cite this chapter
(1985). Some extensions of linear filtering. In: Yavin, Y. (eds) Numerical Studies in Nonlinear Filtering. Lecture Notes in Control and Information Sciences, vol 65. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0037763
Download citation
DOI: https://doi.org/10.1007/BFb0037763
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-13958-4
Online ISBN: 978-3-540-39159-3
eBook Packages: Springer Book Archive