Estimation for discrete non-linear time-delayed systems and measurements with correlated and coloured noise processes

DOI10.1080/00207177808922431MaRDI QIDQ4178876zbMATH OpenOpenAlexFDO

Authors D. F. Liang, G. S. Christensen

Publication date 1978

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207177808922431

zbMATH Keywords

Discrete Nonlinear Time-Delayed SystemsEstimationFilteringMulti-Channel Delayed Measurement SignalsSmoothing Algorithms

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Control/observation systems in abstract spaces (93C25) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Cites work

• Least-squares state estimation in time-delay systems with colored observation noise: An innovations approach
• Stochastic processes and filtering theory
• The matrix minimum principle

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