Recursive state estimation for linear systems with lossy measurements under time-correlated multiplicative noises

DOI10.1016/J.JFRANKLIN.2019.11.031zbMath1430.93210OpenAlexW2991372945WikidataQ126807771 ScholiaQ126807771MaRDI QIDQ2297418

Zidong Wang, Shaoying Wang, Hongli Dong, Fuad Eid S. Alsaadi

Publication date: 20 February 2020

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2019.11.031

zbMATH Keywords

linear systemsrecursive state estimationtime-correlated multiplicative noises

Mathematics Subject Classification ID

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

Related Items (3)

Finite impulse response filter based fault estimation with computational efficiency for linear discrete time-varying systems subject to multiplicative noise ⋮ Event-based adaptive neural network asymptotic tracking control for a class of nonlinear systems ⋮ Distributed optimal fusion filtering for singular systems with random transmission delays and packet dropout compensations

Cites Work

• Linear estimation for random delay systems
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• A distributed Kalman filter with event-triggered communication and guaranteed stability
• Envelope-constrained \(H_\infty\) filtering for nonlinear systems with quantization effects: the finite horizon case
• Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements
• State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels
• Linear estimation for networked control systems with random transmission delays and packet dropouts
• Variance-constrained state estimation for networked multi-rate systems with measurement quantization and probabilistic sensor failures
• Optimal Filtering for Discrete-Time Linear Systems With Time-Correlated Multiplicative Measurement Noises
• Protocol-Based Unscented Kalman Filtering in the Presence of Stochastic Uncertainties
• Moving Horizon Estimation for Networked Time-Delay Systems Under Round-Robin Protocol

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