Recursive estimators of signals from measurements with stochastic delays using covariance information

DOI10.1016/j.amc.2003.12.066zbMath1062.94520OpenAlexW2120463069WikidataQ59552571 ScholiaQ59552571MaRDI QIDQ1763252

R. Caballero-Áuguila, Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez

Publication date: 22 February 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2003.12.066

zbMATH Keywords

Stochastic systemsLeast-squares estimationCovariance informationInnovation processRandomly delayed observations

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03)

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Cites Work

• Linear recursive discrete-time estimators using covariance information under uncertain observations
• Stochastic analysis and control of real-time systems with random time delays
• Lectures on linear least-squares estimation
• Linear unbiased state estimation under randomly varying bounded sensor delay
• New design of estimators using covariance information with uncertain observations in linear discrete-time systems
• Mean square stability of difference equations with a stochastic delay
• Hidden Markov model state estimation with randomly delayed observations
• Observers for discrete-time systems with multiple delays
• The problem of state estimation via asynchronous communication channels with irregular transmission times
• Optimal control of continuous-time linear systems with a time-varying, random delay

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