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. 391  (Previous    Next)


Francesco Carravetta, Alfredo Germani, Raimondi M.

An approximation theory for optimal filtering of linear time-varying discrete time-varying discrete time non-gaussian systems

ABSTRACT
In this work, it is shown that, under some not restrictive hypotheses, the optimal estimate of the state of a linear time varying discrete time non-Gaussian system can be approximated by a polynomial of the observations. Moreover, the polynomial filter for the time varying case is presented, and the class of systems for which this filter can produce a polynomial approximation of the optimal estimate, is defined.
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