Nonlinear Minimum Variance Estimation for Discrete-Time Multi-Channel Systems

DOI10.1109/TSP.2009.2016999zbMATH Open1391.94671OpenAlexW2164875505MaRDI QIDQ4569729FDOQ4569729

Shamsher Ali Naz, M. J. Grimble

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2009.2016999

Recommendations

• Unbiased minimum-variance input and state estimation for linear discrete-time systems
• Minimal-order estimation of multivariable continuous time stochastic linear systems
• Unbiased minimum variance estimation for discrete-time systems with measurement delay and unknown measurement disturbance
• Minimax filters for state estimation of nonlinear discrete-time systems
• Extension of minimum variance estimation for systems with unknown inputs.
• Optimal Nonlinear Estimation of Linear Stochastic Systems: The Multivariable Extension
• Discrete-time estimation of nonlinear continuous-time stochastic systems
• Unbiased Minimum Variance Fault and State Estimation for Linear Discrete Time-Varying Two-Dimensional Systems
• Minimal variance of errors in two-channel time-varying filtering

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Channel models (including quantum) in information and communication theory (94A40)

Cited In (3)

• Minimal variance of errors in two-channel time-varying filtering
• An approximate minimum mean-square error estimator for linear discrete time-varying systems: handling try-once-discard protocol
• Discrete Time Minimum Variance Control of Satellite System

This page was built for publication: Nonlinear Minimum Variance Estimation for Discrete-Time Multi-Channel Systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4569729)