IEEE - Institute of Electrical and Electronics Engineers, Inc. - Optimal state estimation for uncertain, time varying systems with non-Gaussian initial state

Author(s): Lainiotis, D.G. ; Giannakopoulos, P.K. ; Katsikas, S.K.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1991
Conference Location: Toronto, Ont., Canada
Conference Date: 14 April 1991
ISBN (Paper): 0-7803-0003-3
ISSN (Paper): 1520-6149
DOI: 10.1109/ICASSP.1991.150736
Regular:

The problem of state estimation for partially unknown, time-varying, linear systems with non-Gaussian initial conditions is addressed. It is shown that the optimal estimator for this problem is an... View More

Advertisement