Discrete-time linear skew-Gaussian system and its recursive fixed-dimensional exact density filtering

Author:

Meng Haozhan,Li X. Rong,Jilkov Vesselin P.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference48 articles.

1. Approximate inference in state-space models with heavy-tailed noise;Agamennoni;IEEE Transactions on Signal Processing,2012

2. On the unification of families of skew-normal distributions;Arellano-Valle;Scandinavian Journal of Statistics,2006

3. A unified view on skewed distributions arising from selections;Arellano-Valle;The Canadian Journal of Statistics,2006

4. The skew-normal and related families;Azzalini,2013

5. Estimation with applications to tracking and navigation;Bar-Shalom,2001

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