activity
20112021
most citedFokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Levy processes

27 citations · 46 across the 11 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

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…