Quadratic filtering algorithm based on covariances using correlated uncertain observations coming from different sensors
DOI10.5402/2011/148461zbMATH Open1238.94012OpenAlexW2044405626WikidataQ58688971 ScholiaQ58688971MaRDI QIDQ420146FDOQ420146
R. 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
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Cites Work
- Title not available (Why is that?)
- Optimal filtering with random sensor delay, multiple packet dropout and uncertain observations
- Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the 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
- Robust minimum variance linear state estimators for multiple sensors with different failure rates
- Linear and quadratic estimation using uncertain observations from multiple sensors with correlated uncertainty
Cited In (5)
- Recursive filtering algorithm based on covariances for uncertainly observed signals correlated with the observation noise
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- 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
- Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises
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