Optimal state estimation for equality‐constrained systems with complex noise

DOI10.1002/OCA.2436MaRDI QIDQ4556382zbMATH OpenOpenAlexWikidataFDO

Authors Xingkai Yu, Jianxun Li, Jian Xu, Zhe Zhang

Publication date 16 November 2018

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/oca.2436

zbMATH Keywords

complex noiseequality constraintsstate estimationvariational Bayesian inference

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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• Estimation algorithm for system with non-Gaussian multiplicative/additive noises based on variational Bayesian inference
• Comments on ``State estimation for linear systems with state equality constraints
• Distributed Kalman filter for linear system with complex multi-channel stochastic uncertain parameter and decoupled local filters

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