Optimal linear estimation for continuous stochastic systems with random observation delays
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Cites work
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Cited in
(20)- Linear optimal filtering for discrete-time systems with random jump delays
- A novel model for linear dynamic system with random delays
- Linear unbiased state estimation under randomly varying bounded sensor delay
- Filtering linear systems with large time-varying measurement delays
- Linear unbiased state estimation with random one-step sensor delay
- Hidden Markov model state estimation with randomly delayed observations
- RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systems
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- Optimal linear estimators for systems with random measurement delays
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- Optimal state estimation over communication channels with random delays
- Optimal estimation of parameters and states in stochastic time-varying systems with time delay
- scientific article; zbMATH DE number 4043730 (Why is no real title available?)
- scientific article; zbMATH DE number 2139548 (Why is no real title available?)
- Optimal linear estimators for discrete-time systems with random delays
- Remote optimal state estimation over communication channels with random delays
- Optimal State Estimation for Discrete-Time Markovian Jump Linear Systems, in the Presence of Delayed Output Observations
- Linear estimation for random delay systems
- Optimal filtering for linear systems with state and observation delays
- Optimal sequential fusion estimation for sampled-data systems with random delays and multiplicative noise
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