Multivariate Estimator for Linear Dynamical Systems with Additive Laplace Measurement and Process Noises

DOI10.1137/21M1391237zbMATH Open1503.93042OpenAlexW4304974803MaRDI QIDQ5045002FDOQ5045002

Nhattrieu C. Duong, Jason L. Speyer, Moshe Idan

Publication date: 3 November 2022

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/21m1391237

zbMATH Keywords

estimationstochasticLaplacesystemslinear

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Heavy-Tailed Distributions: Properties and Tests
• Reverse search for enumeration
• A Note on Hyper-Plane Arrangements in R^d
• Stochastic Processes, Estimation, and Control
• Cauchy Estimation for Linear Scalar Systems
• Multivariate Cauchy Estimator with Scalar Measurement and Process Noises
• State Estimation for Linear Scalar Dynamic Systems with Additive Cauchy Noises: Characteristic Function Approach
• Stochastic Estimation for Two-State Linear Dynamic Systems With Additive Cauchy Noises
• Laplace estimation for scalar linear systems
• The Estimation of Laplace Random Vectors in Additive White Gaussian Noise
• A New Algorithm for Enumeration of Cells of Hyperplane Arrangements and a Comparison with Avis and Fukuda's Reverse Search
• Convergence Guarantees for Non-Convex Optimisation With Cauchy-Based Penalties

Cited In (2)

• Receding horizon least squares estimator with application to estimation of process and measurement noise covariances
• Multiresponse Estimation with Special Application to Linear Systems of Differential Equations

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