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

DOI10.7641/CTA.2017.60459zbMATH Open1399.93207MaRDI QIDQ4643126FDOQ4643126

Authors: Xin Wang, Shuli Sun 

Publication date: 25 May 2018

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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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