LINEAR AND NON-LINEAR FILTERS FOR LINEAR, BUT NOT GAUSSIAN-PROCESSES

[1] BUCY R, 1970, P I ELECT ELECTRON E, V8, P854

[2] DONELSON J, 1972, J APPL PROBAB, V9, P725

[3] INNOVATIONS APPROACH TO LEAST-SQUARES ESTIMATION .3. NONLINEAR ESTIMATION IN WHITE GAUSSIAN NOISE [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1971, AC16 (03) : 217 - &

[4] Jazwinski A., 1970, STOCHASTIC PROCESSES

[5] APPROXIMATE NON-GAUSSIAN FILTERING WITH LINEAR STATE AND OBSERVATION RELATIONS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1975, AC20 (01) : 107 - 110

[6] PUGACHEV VS, 1979, AUTOMAT REM CONTR, P512

[7] RAO TS, 1978, UMIST98 DEP MATH TEC

[8] SHEPP LA, 1979, B SYSTEM TECHNICAL J, V59, P367

[9] RECURSIVE BAYESIAN ESTIMATION USING GAUSSIAN SUMS [J]. AUTOMATICA, 1971, 7 (04) : 465 - +

[10] NON-LINEAR FILTERING BY APPROXIMATION OF A POSTERIORI DENSITY [J]. INTERNATIONAL JOURNAL OF CONTROL, 1968, 8 (01) : 33 - +

[1] BUCY R, 1970, P I ELECT ELECTRON E, V8, P854

[2] DONELSON J, 1972, J APPL PROBAB, V9, P725

[3] INNOVATIONS APPROACH TO LEAST-SQUARES ESTIMATION .3. NONLINEAR ESTIMATION IN WHITE GAUSSIAN NOISE [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1971, AC16 (03) : 217 - &

[4] Jazwinski A., 1970, STOCHASTIC PROCESSES

[5] APPROXIMATE NON-GAUSSIAN FILTERING WITH LINEAR STATE AND OBSERVATION RELATIONS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1975, AC20 (01) : 107 - 110

[6] PUGACHEV VS, 1979, AUTOMAT REM CONTR, P512

[7] RAO TS, 1978, UMIST98 DEP MATH TEC

[8] SHEPP LA, 1979, B SYSTEM TECHNICAL J, V59, P367

[9] RECURSIVE BAYESIAN ESTIMATION USING GAUSSIAN SUMS [J]. AUTOMATICA, 1971, 7 (04) : 465 - +

[10] NON-LINEAR FILTERING BY APPROXIMATION OF A POSTERIORI DENSITY [J]. INTERNATIONAL JOURNAL OF CONTROL, 1968, 8 (01) : 33 - +