Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems

DOI10.1016/0005-1098(96)85549-XzbMath0847.93060OpenAlexW2067023456WikidataQ127472890 ScholiaQ127472890MaRDI QIDQ1911251

Lu Zhou, Deng, Zili, Shu-Jun Liu, Huan-Shui Zhang

Publication date: 7 October 1996

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(96)85549-x

zbMATH Keywords

estimationKalman filterARMAinnovation model

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items (18)

A study on input noise second-order filtering and smoothing of linear stochastic discrete systems with packet dropouts ⋮ Self-tuning weighted measurement fusion Kalman filtering algorithm ⋮ Self-tuning decoupled information fusion Wiener state component filters and their convergence ⋮ Deconvolution Estimation Problem for Measurement-Delay Systems with Packet Dropping ⋮ White noise estimation for discrete-time systems with random delay and packet dropout ⋮ Robust centralized and weighted measurement fusion white noise deconvolution estimators for multisensor systems with mixed uncertainties ⋮ Self-tuning measurement fusion Kalman predictors and their convergence analysis ⋮ Descriptor Wiener state estimators ⋮ Pole-assignment fixed-interval Kalman smoother with an exponential stability ⋮ Multi-sensor information fusion white noise filter weighted by scalars based on Kálmán predictor ⋮ Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal ⋮ Discrete \(J-\)spectral factorization. ⋮ \(H_\infty\) deconvolution filter design for uncertain linear discrete time-variant systems: a Krein space approach ⋮ Optimal and self-tuning weighted measurement fusion Kalman filters and their asymptotic global optimality ⋮ Optimal and self-tuning weighted measurement fusion Wiener filter for the multisensor multichannel ARMA signals ⋮ New approach to information fusion steady-state Kalman filtering ⋮ Self-tuning weighted fusion Kalman filter for ARMA signal with colored measurement noise and its convergence analysis ⋮ Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems

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