Name
Abstract | ||
|---|---|---|
This correspondence deals with the minimum variance estimation of a Gaussian process constrained by bounds. A special truncated Gaussian probability is shown to be fairly well adapted to this filtering scheme as its set is linearly closed with respect to convolution and multiplication operaions. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1109/TSP.2009.2021697 | IEEE Transactions on Signal Processing |
Keywords | Field | DocType |
minimum variance estimation,gaussian process,linear system,special truncated gaussian probability,dynamic estimation,multiplication operaions,correspondence deal,minimum variance,multiplication operator,kalman filters,digital filters,filtering,covariance matrix,probability,gaussian processes,linear systems,convolution,estimation theory,parameter estimation,set theory | Mathematical optimization,Linear system,Convolution,Kalman filter,Multiplication,Gaussian,Gaussian process,Covariance matrix,Estimation theory,Mathematics | Journal |
Volume | Issue | ISSN |
57 | 10 | 1053-587X |
Citations | PageRank | References |
0 | 0.34 | 3 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| André Monin | 1 | 5 | 2.24 |