Multivariate estimator for linear dynamical systems with additive Laplace measurement and process noises

DOI10.1137/21M1391237MaRDI QIDQ5045002zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• A New Algorithm for Enumeration of Cells of Hyperplane Arrangements and a Comparison with Avis and Fukuda's Reverse Search
• A note on hyper-plane arrangements in \(\mathbb{R}^d\)
• Cauchy Estimation for Linear Scalar Systems
• Convergence Guarantees for Non-Convex Optimisation With Cauchy-Based Penalties
• Heavy-Tailed Distributions: Properties and Tests
• Laplace estimation for scalar linear systems
• Multivariate Cauchy estimator with scalar measurement and process noises
• Reverse search for enumeration
• 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
• Stochastic Processes, Estimation, and Control
• The Estimation of Laplace Random Vectors in Additive White Gaussian Noise

Cited in

(6)

• Multivariate Cauchy estimator with scalar measurement and process noises
• State estimation for linear scalar dynamic systems with additive Cauchy noises: characteristic function approach
• 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
• Properties of the characteristic function generator of the two-state Cauchy estimator
• Laplace estimation for scalar linear systems

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