most citedState estimation under non-Gaussian Levy noise: A modified Kalman filtering method

5 citations · 5 across the 1 of their papers we have counts for

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math.DS2013★ 5 cited

State estimation under non-Gaussian Levy noise: A modified Kalman filtering method

Xu Sun, Jinqiao Duan, Xiaofan Li +1

The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian Lévy noise is present, the conventional Kalman filter may fail…