State estimation of discrete-time systems with arbitrarily correlated noises
DOI10.1002/ACS.2420zbMATH Open1337.93088OpenAlexW1605877441MaRDI QIDQ2802044FDOQ2802044
Authors: 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
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- scientific article; zbMATH DE number 4081435
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)
Cites Work
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- Linear estimation in Krein spaces. I. Theory
- A novel truncated approximation based algorithm for state estimation of discrete-time Markov jump linear systems
- State estimation with remote sensors and intermittent transmissions
- Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria
- Linear estimation in Krein spaces. II. Applications
- Multiconfiguration Kalman filter design for high-performance GPS navigation
Cited In (19)
- Title not available (Why is that?)
- State estimation for discrete linear systems with observation time-delayed noise
- Finite-horizon estimation for 2-D systems with time-correlated multiplicative noises: a recursive iterative coupled estimator design
- State and parameter estimation of state-space model with entry-wise correlated uniform noise
- Unknown input and state estimation for linear discrete-time systems with missing measurements and correlated noises
- Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises
- A modified Kalman filtering for linear discrete-time systems with correlated noise
- State estimation of long-range correlated non-equilibrium systems: media estimation
- State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise
- Comments on ‘A duality principle for state estimation with partially noise-corrupted measurements’
- Least-squares state estimation of systems with state-dependent observation noise
- Filtering in discrete-time systems with state and observation noises correlated on a finite time interval
- Discrete state estimators for systems on a lattice
- Title not available (Why is that?)
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- State distributions and minimum relative entropy noise sequences in uncertain stochastic systems: the discrete-time case
- Recursive filtering for discrete-time linear systems with fading measurement and time-correlated channel noise
- State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise
- State estimators for systems with random parameter matrices, stochastic nonlinearities, fading measurements and correlated noises
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