Quadratic estimation from uncertain observations with white plus coloured noises using covariance information
DOI10.1016/S0096-3003(03)00760-4zbMATH Open1053.94523DBLPjournals/amc/NakamoriCHL04OpenAlexW2041355302WikidataQ59552605 ScholiaQ59552605MaRDI QIDQ1883152FDOQ1883152
Authors: R. Caballero-Águila, Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez 
Publication date: 1 October 2004
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0096-3003(03)00760-4
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Cites Work
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- New design of estimators using covariance information with uncertain observations in linear discrete-time systems
- Recursive estimator for linear and nonlinear systems with uncertain observations
- Linear smoothing for discrete-time systems in the presence of correlated disturbances and uncertain observations
- Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
- Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
- Optimal quadratic filtering of linear discrete-time non-Gaussian systems
- Second-order polynomial estimators from uncertain observations using covariance information
- Restoration of images corrupted by additive non-Gaussian noise
- Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem
Cited In (8)
- Recursive state estimation for stochastic nonlinear non-Gaussian systems using energy-harvesting sensors: a quadratic estimation approach
- Semi-widely linear estimation algorithms of quaternion signals with missing observations and correlated noises
- Second-order polynomial estimators from uncertain observations using covariance information
- Quadratic filtering algorithm based on covariances using correlated uncertain observations coming from different sensors
- Quadratic estimators from interrupted observations transmitted by different sensors
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- Design of quadratic estimators using covariance information in linear discrete-time stochastic systems
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