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.


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    Title :

    On nonlinear estimation in presence of non-Gaussian noise


    Additional title:

    Ueber die nichtlineare Abschaetzung in Anwesenheit von nichtgaussschem Rauschen


    Contributors:
    Kumar, R. (author)


    Publication date :

    1985


    Size :

    4 Seiten, 1 Bild, 6 Quellen



    Type of media :

    Conference paper


    Type of material :

    Print


    Language :

    English




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