State estimation of discrete-time systems with arbitrarily correlated noises

DOI10.1002/acs.2420zbMath1337.93088OpenAlexW1605877441MaRDI QIDQ2802044

Wei Liu

Publication date: 22 April 2016

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.2420

zbMATH Keywords

state estimationdiscrete timefiltering algorithmarbitrarily correlated noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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