A recursive maximum a posteriori estimator

DOI10.1002/ASJC.329MaRDI QIDQ3087343zbMATH OpenOpenAlexFDO

Authors Arpita Mukherjee, Aparajita Sengupta

Publication date 16 August 2011

Published in Asian Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asjc.329

zbMATH Keywords

Kalman filtermaximum a posteriori estimateminimum mean square error estimate

Mathematics Subject Classification ID

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

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Cites work

• Consensus in Ad Hoc WSNs With Noisy Links—Part II: Distributed Estimation and Smoothing of Random Signals
• Estimation of Constrained Parameters With Guaranteed MSE Improvement
• Exact distribution of edge-preserving MAP estimators for linear signal models with Gaussian measurement noise
• MAP/ML Estimation of the Frequency and Phase of a Single Sinusoid in Noise
• Maximum a posteriori estimation of time-varying ARMA processes from noisy observations
• Timing estimation for a filtered Poisson process in Gaussian noise

Cited in

(4)

• Recursive max-linear models with propagating noise
• scientific article; zbMATH DE number 7219341 (Why is no real title available?)
• Vision-based tracking and position estimation of moving targets for unmanned helicopter systems
• On maximum a posteriori estimation with Plug \& Play priors and stochastic gradient descent

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