JOURNAL ARTICLE

Quadratic Filtering of non-Gaussian Linear Systems with Random Observation Matrices

Keywords:
Quadratic equation Linear system Matrix (chemical analysis) Stability (learning theory) Filter (signal processing) Noise (video)

Metrics

0
Cited By
0.00
FWCI (Field Weighted Citation Impact)
0
Refs
0.30
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Topics

Random Matrices and Applications
Physical Sciences →  Mathematics →  Statistics and Probability
Target Tracking and Data Fusion in Sensor Networks
Physical Sciences →  Computer Science →  Artificial Intelligence
Distributed Sensor Networks and Detection Algorithms
Physical Sciences →  Computer Science →  Computer Networks and Communications

Related Documents

JOURNAL ARTICLE

Quadratic Filtering of non-Gaussian Linear Systems with Random Observation Matrices

Filippo CacaceAntonio FasanoAlfredo Germani

Journal:   IFAC Proceedings Volumes Year: 2014 Vol: 47 (3)Pages: 2370-2375
JOURNAL ARTICLE

Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises

Elham JavanfarMehdi Rahmani

Journal:   Optimal Control Applications and Methods Year: 2023 Vol: 44 (5)Pages: 2900-2915
JOURNAL ARTICLE

Optimal quadratic filtering of linear discrete-time non-Gaussian systems

Alberto De SantisAlfredo GermaniMassimo Raimondi

Journal:   IEEE Transactions on Automatic Control Year: 1995 Vol: 40 (7)Pages: 1274-1278
JOURNAL ARTICLE

On Kalman filtering for conditionally Gaussian systems with random matrices

Han-Fu ChenP. R. KumarJan H. van Schuppen

Journal:   Systems & Control Letters Year: 1989 Vol: 13 (5)Pages: 397-404
© 2026 ScienceGate Book Chapters — All rights reserved.