• DocumentCode
    486224
  • Title

    Linear Filters for Linear Systems with Multiplicative Noise and Nonlinear Filters for Linear Systems with Non-Gaussian Additive Noise

  • Author

    Verriest, E.I.

  • Author_Institution
    School of Electrical Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332, Phone: 894-2949
  • fYear
    1985
  • fDate
    19-21 June 1985
  • Firstpage
    182
  • Lastpage
    184
  • Abstract
    Exact optimal least squares linear filters with precomputable gains are derived for the class of discrete linear systems with state update and output corrupted by white noise multiplying a linear function in the state. The derived method is then applied to obtain suboptimal nonlinear filters for linear systems with non-Gaussian additive noise.
  • Keywords
    Additive noise; Degradation; Equations; Filtering; Gaussian noise; Least squares approximation; Least squares methods; Linear systems; Nonlinear filters; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1985
  • Conference_Location
    Boston, MA, USA
  • Type

    conf

  • Filename
    4788602
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=486224