Convergence of Optimal Linear Estimator With Multiplicative and Time-Correlated Additive Measurement Noises

DOI10.1109/TAC.2018.2869467zbMATH Open1482.93605OpenAlexW2891891215WikidataQ129207303 ScholiaQ129207303MaRDI QIDQ5223728FDOQ5223728

Authors: Wei Liu, Peng Shi 

Publication date: 18 July 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2018.2869467

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited In (9)

• Diffusion event-triggered sequential asynchronous state estimation algorithm for stochastic multiplicative noise systems
• Finite-horizon estimation for 2-D systems with time-correlated multiplicative noises: a recursive iterative coupled estimator design
• Finite impulse response filter based fault estimation with computational efficiency for linear discrete time-varying systems subject to multiplicative noise
• Filtering and smoothing estimation algorithms from uncertain nonlinear observations with time-correlated additive noise and random deception attacks
• Kalman filtering with finite-step autocorrelated measurement noise
• Quadratic estimation for stochastic systems in the presence of random parameter matrices, time-correlated additive noise and deception attacks
• Robust CAWOF Kalman predictors for uncertain multi-sensor generalized system
• Convergence of optimal linear filter with time-correlated fading channel and channel noise
• Optimal estimation of several linear parameters in the presence of Lorentzian thermal noise

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