Recursive filtering algorithm based on covariances for uncertainly observed signals correlated with the observation noise

zbMATH Open1083.62100MaRDI QIDQ3371283FDOQ3371283

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Publication date: 21 February 2006

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Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (7)

• Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations
• Title not available (Why is that?)
• Quadratic filtering algorithm based on covariances using correlated uncertain observations coming from different sensors
• Optimal Filtering Algorithm based on Covariance Information using a Sequential Fusion Approach
• Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the uncertainty
• Chandrasekhar-type filter for a wide-sense stationary signal from uncertain observations using covariance information
• Recursive filtering with random parameter matrices, multiple fading measurements and correlated noises

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