Multivariate estimator for linear dynamical systems with additive Laplace measurement and process noises
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Publication:5045002
DOI10.1137/21M1391237zbMATH Open1503.93042OpenAlexW4304974803MaRDI QIDQ5045002FDOQ5045002
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
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Cites Work
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- Reverse search for enumeration
- A note on hyper-plane arrangements in \(\mathbb{R}^d\)
- 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 (6)
- 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
- Properties of the characteristic function generator of the two-state Cauchy estimator
- Multiresponse Estimation with Special Application to Linear Systems of Differential Equations
- Laplace estimation for scalar linear systems
- Multivariate Cauchy estimator with scalar measurement and process noises
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