Linear estimation based on covariances for networked systems featuring sensor correlated random delays
DOI10.1080/00207721.2012.659709zbMath1278.93247WikidataQ59552074 ScholiaQ59552074MaRDI QIDQ2872538
Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez
Publication date: 15 January 2014
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2012.659709
correlation function; state-space model; Bernoulli random variables; noisy measurements; discrete-time signals; least-squares estimation; randomly delayed observations; covariance information; multiple sensors; innovation approach; delay probabilities; measurement delays; consecutive sampling times; covariances for networked systems; fixed-point smoothing error covariance matrices; sensors with different delay characteristics
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
93E24: Least squares and related methods for stochastic control systems
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