Discrete-time linear skew-Gaussian system and its recursive fixed-dimensional exact density filtering.
Haozhan MengX. Rong LiVesselin P. JilkovPublished in: Autom. (2024)
Keyphrases
- linear filters
- linear quadratic
- density function
- multi dimensional
- gaussian convolution
- linear filtering
- reduced order
- probability density
- gaussian filter
- median filter
- optimal control
- markov chain
- maximum likelihood
- aspect ratio
- statistically independent
- linear systems
- neural network
- adaptive filtering
- closed loop
- linear complexity
- nonlinear filters
- gaussian derivatives
- dynamical systems
- image processing