Publications of Francesco Carravetta

This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

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IASI Research Report n. 349  (Previous    Next)


Francesco Carravetta, Alfredo Germani, Raimondi M.

A polynomial approach for filtering of linear discrete time Non-Gaussian systems.

ABSTRACT
In this work we propose a new filtering approach for linear discrete time non-gaussian systems which generalizes a previous result concerning quadratic filtering [19]. A recursive v-th order polynomial estimate is achieved by defining a suitable extended state which allows to solve the filtering problem via the classical Kalman linear scheme.
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