Quadratic filtering algorithm based on covariances using correlated uncertain observations coming from different sensors
From MaRDI portal
Publication:420146
DOI10.5402/2011/148461zbMath1238.94012WikidataQ58688971 ScholiaQ58688971MaRDI QIDQ420146
Raquel Caballero-Águila, Josefa Linares-Pérez, Aurora Hermoso-Carazo
Publication date: 21 May 2012
Published in: ISRN Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5402/2011/148461
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
Cites Work
- Unnamed Item
- Linear and quadratic estimation using uncertain observations from multiple sensors with correlated uncertainty
- Quadratic estimation from uncertain observations with white plus coloured noises using covariance information
- Signal estimation based on covariance information from observations featuring correlated uncertainty and coming from multiple sensors
- Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the uncertainty
- Robust minimum variance linear state estimators for multiple sensors with different failure rates
- Optimal filtering with random sensor delay, multiple packet dropout and uncertain observations