State Estimation With Initial State Uncertainty

DOI10.1109/TIT.2007.911171zbMATH Open1305.62037OpenAlexW2168748726MaRDI QIDQ3604546FDOQ3604546

Authors Yoav Levinbook, Tan F. Wong

Publication date 24 February 2009

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2007.911171

zbMATH Keywords

Kalman filterminimax estimatorstate estimationrisk functionconditional mean estimator

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Estimation and detection in stochastic control theory (93E10)

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• Unbiasedness-constrained least squares state estimation for time-varying systems with missing measurements under round-robin protocol

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