A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering

Bernard Hanzon, Raimund J. Ober. A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering. SIAM J. Control and Optimization, 40(3):724-740, 2001. [doi]

Authors

Bernard Hanzon

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Raimund J. Ober

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