Optimal mean-square state and parameter estimation for stochastic linear systems with Poisson noises
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Publication:454929
DOI10.1016/J.INS.2012.02.021zbMATH Open1256.93104OpenAlexW2156124371MaRDI QIDQ454929FDOQ454929
Authors: Juan J. Maldonado, Michael Basin 
Publication date: 2 October 2012
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2012.02.021
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Cited In (7)
- \(H_\infty\) state estimator design for discrete-time switched neural networks with multiple missing measurements and sojourn probabilities
- Mean-square filter design for stochastic polynomial systems with Gaussian and Poisson noises
- Mean-square filtering for uncertain linear stochastic systems
- Temporal delay estimation of sparse direct visual inertial odometry for mobile robots
- Simulation and optimal filtering for linear systems with Poisson white noise
- A novel approach to output feedback control of fuzzy stochastic systems
- A recursive approach to non-fragile filtering for networked systems with stochastic uncertainties and incomplete measurements
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