scientific article; zbMATH DE number 5631894

MaRDI QIDQ3644641zbMATH OpenFDO

Authors Dandan Luo, Yunmin Zhu

Publication date 11 November 2009

zbMATH Keywords

linear minimum variancerandom Kalman filteringrandom parameter matricesrecursive state estimation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

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Cited in

(4)

• A recursive linear MMSE filter for dynamic systems with unknown state vector means
• Estimation of random states in general linear models
• Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices
• On Kalman filtering for conditionally Gaussian systems with random matrices

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