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.

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