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

DOI10.1109/TAC.2018.2869467zbMath1482.93605OpenAlexW2891891215WikidataQ129207303 ScholiaQ129207303MaRDI QIDQ5223728

Peng Shi, Wei Liu

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)

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