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

Alberto De Santis Alfredo Germani Massimo Raimondi

Published in: IEEE Trans. Autom. Control. (1995)

Keyphrases

building blocks
markov chain
closed form
linear systems
objective function
np hard
management system
computer systems
non stationary
steady state
optimal control
piecewise linear
filtering algorithm
filtering method
optimal linear