Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications (Q5168006): Difference between revisions

Latest revision as of 17:53, 8 July 2024

scientific article; zbMATH DE number 6312749

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English	Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications	scientific article; zbMATH DE number 6312749

Statements

instance of

scholarly article

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title

Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications (English)

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author

Josefa Linares-Pérez

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Raquel Caballero-Águila

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Irene García-Garrido

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published in

International Journal of Systems Science

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publication date

3 July 2014

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zbMATH Keywords

random parameter matrices

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correlated noises

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optimal least-squares estimation

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innovation approach

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00207721.2014.909093

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cites work

Linear and quadratic estimation using uncertain observations from multiple sensors with correlated uncertainty

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Linear estimation based on covariances for networked systems featuring sensor correlated random delays

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Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise

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Optimal estimation of linear discrete-time systems with stochastic parameters

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Minimum variance generalized state estimators for multiple sensors with different delay rates

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Robust minimum variance linear state estimators for multiple sensors with different failure rates

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Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements

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Quantised recursive filtering for a class of nonlinear systems with multiplicative noises and missing measurements

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Optimal Linear Estimators for Systems With Random Sensor Delays, Multiple Packet Dropouts and Uncertain Observations

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The problem of state estimation via asynchronous communication channels with irregular transmission times

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Adaptive Kalman Filtering in Networked Systems With Random Sensor Delays, Multiple Packet Dropouts and Missing Measurements

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New recursive estimators from correlated interrupted observations using covariance information

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The optimal robust finite-horizon Kalman filtering for multiple sensors with different stochastic failure rates

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Optimal filtering with random sensor delay, multiple packet dropout and uncertain observations

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Globally optimal distributed Kalman filtering fusion

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Kalman Filtering With Intermittent Observations

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Optimal linear estimators for systems with multiple random measurement delays and packet dropouts

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Quantized $H_{\infty }$ Control for Nonlinear Stochastic Time-Delay Systems With Missing Measurements

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Robust H/sub /spl infin// filtering for stochastic time-delay systems with missing measurements

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Identifiers

zbMATH Open document ID

1290.93189

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DOI

10.1080/00207721.2014.909093

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5168006

@@ Property / cites work @@
+Linear and quadratic estimation using uncertain observations from multiple sensors with correlated uncertainty
+Normal rank
@@ Property / cites work @@
+Linear estimation based on covariances for networked systems featuring sensor correlated random delays
+Normal rank
@@ Property / cites work @@
+Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
+Normal rank
@@ Property / cites work @@
+Optimal estimation of linear discrete-time systems with stochastic parameters
+Normal rank
@@ Property / cites work @@
+Minimum variance generalized state estimators for multiple sensors with different delay rates
+Normal rank
@@ Property / cites work @@
+Robust minimum variance linear state estimators for multiple sensors with different failure rates
+Normal rank
@@ Property / cites work @@
+Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements
+Normal rank
@@ Property / cites work @@
+Quantised recursive filtering for a class of nonlinear systems with multiplicative noises and missing measurements
+Normal rank
@@ Property / cites work @@
+Optimal Linear Estimators for Systems With Random Sensor Delays, Multiple Packet Dropouts and Uncertain Observations
+Normal rank
@@ Property / cites work @@
+The problem of state estimation via asynchronous communication channels with irregular transmission times
+Normal rank
@@ Property / cites work @@
+Adaptive Kalman Filtering in Networked Systems With Random Sensor Delays, Multiple Packet Dropouts and Missing Measurements
+Normal rank
@@ Property / cites work @@
+New recursive estimators from correlated interrupted observations using covariance information
+Normal rank
@@ Property / cites work @@
+The optimal robust finite-horizon Kalman filtering for multiple sensors with different stochastic failure rates
+Normal rank
@@ Property / cites work @@
+Optimal filtering with random sensor delay, multiple packet dropout and uncertain observations
+Normal rank
@@ Property / cites work @@
+Globally optimal distributed Kalman filtering fusion
+Normal rank
@@ Property / cites work @@
+Kalman Filtering With Intermittent Observations
@@ Property / cites work: Kalman Filtering With Intermittent Observations / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal linear estimators for systems with multiple random measurement delays and packet dropouts
+Normal rank
@@ Property / cites work @@
+Quantized $H_{\infty }$ Control for Nonlinear Stochastic Time-Delay Systems With Missing Measurements
+Normal rank
@@ Property / cites work @@
+Robust H/sub /spl infin// filtering for stochastic time-delay systems with missing measurements
+Normal rank