A study on input noise second-order filtering and smoothing of linear stochastic discrete systems with packet dropouts

DOI10.1186/S13662-020-02903-7zbMath1486.93022OpenAlexW3084067569MaRDI QIDQ2124942

Yanyan Li

Publication date: 11 April 2022

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-020-02903-7

zbMATH Keywords

polynomial filteringpacket dropoutsinnovation approachfiltering and smoothingnon-Gaussian stochastic discrete systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (2)

Variable step size predictor design for a class of linear discrete-time censored system ⋮ Robust estimation algorithm based on prior probability statistics

Cites Work

• White noise estimation for discrete-time systems with random delay and packet dropout
• Linear and quadratic estimation using uncertain observations from multiple sensors with correlated uncertainty
• Adaptive fault estimation for T-S fuzzy systems with unmeasurable premise variables
• Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems
• Stability of abstract linear switched impulsive differential equations
• Huber-based adaptive unscented Kalman filter with non-Gaussian measurement noise
• Fault detection and estimation for non-Gaussian stochastic systems with time varying delay
• Fusion estimation from multisensor observations with multiplicative noises and correlated random delays in transmission
• White-noise estimators for seismic data processing in oil exploration
• Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
• Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
• Fault estimation and active fault tolerant control for linear parameter varying descriptor systems
• Polynomial extended Kalman filter
• Deconvolution Estimation Problem for Measurement-Delay Systems with Packet Dropping

This page was built for publication: A study on input noise second-order filtering and smoothing of linear stochastic discrete systems with packet dropouts