State Estimation for Linear Scalar Dynamic Systems with Additive Cauchy Noises: Characteristic Function Approach

Moshe Idan, Jason L. Speyer. State Estimation for Linear Scalar Dynamic Systems with Additive Cauchy Noises: Characteristic Function Approach. SIAM J. Control and Optimization, 50(4):1971-1994, 2012. [doi]

Abstract

Abstract is missing.