Robust recursive estimation of the state of a discrete-time stochastic linear dynamic system in the presence of heavy-tailed observation noise

Robust recursive estimation of the state of a discrete-time stochastic linear dynamic system in the presence of heavy-tailed observation noise

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1989. === Includes bibliographical references (leaves 238-245). === by Irvin C. Schick. === Ph.D.

Bibliographic Details
Main Author:	Schick, Ä°rvin C. (Ä°rvin Cemil)
Other Authors:	Sanjoy K. Mitter.
Format:	Others
Language:	English
Published:	Massachusetts Institute of Technology 2005
Subjects:	Mathematics.
Online Access:	http://hdl.handle.net/1721.1/14323

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