Name
Abstract | ||
|---|---|---|
The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian L\'evy noise is present, the conventional Kalman filter may fail to be effective due to the fact that the non-Gaussian L\'evy noise may have infinite variance. A modified Kalman filter for linear systems with non-Gaussian L\'evy noise is devised. It works effectively with reasonable computational cost. Simulation results are presented to illustrate this non-Gaussian filtering method. |
Year | Venue | Field |
|---|---|---|
2013 | CoRR | Topology,Alpha beta filter,Extended Kalman filter,Fast Kalman filter,Control theory,Algorithm,Kalman filter,Ensemble Kalman filter,Invariant extended Kalman filter,Nonlinear filter,Gaussian noise,Mathematics |
DocType | Volume | Citations |
Journal | abs/1303.2395 | 2 |
PageRank | References | Authors |
0.39 | 0 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Xu Sun | 1 | 2 | 1.74 |
| Jinqiao Duan | 2 | 23 | 15.58 |
| Xiaofan Li | 3 | 7 | 2.13 |
| Xiangjun Wang | 4 | 7 | 1.29 |