Optimal linear estimator for stochastic uncertain systems with correlated noises, random measurement delays and losses

DOI10.7641/CTA.2017.60459MaRDI QIDQ4643126zbMATH OpenFDO

Authors Xin Wang, Shuli Sun

Publication date 25 May 2018

zbMATH Keywords

multiplicative noiseprojection theoryoptimal linear estimatorfinite-step correlated noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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