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)

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

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