An algorithm for optimal estimation in presence of non-Gaussian observation noise is presented. The algorithm, based on Bayes' recursion formula is implemented numerically. The filter is shown to be superior to the Kalman Filter when applied to the same system. It has been shown that the steady state estimation error is zero. The Algorithm is a potential technique for analyzing transients in the automobile electrical environment.
On nonlinear estimation in presence of non-Gaussian noise
Ueber die nichtlineare Abschaetzung in Anwesenheit von nichtgaussschem Rauschen
1985
4 Seiten, 1 Bild, 6 Quellen
Aufsatz (Konferenz)
Englisch
Nonlinear Evolution of Gaussian ASE Noise in ZMNL Fiber
British Library Online Contents | 2008
|Active noise control with on-line estimation of non-Gaussian noise characteristics
Online Contents | 2012
|MMSE-Based Filtering in Presence of Non-Gaussian System and Measurement Noise
Online Contents | 2010
|