New recursive estimators from correlated interrupted observations using covariance information
From MaRDI portal
Publication:5712076
DOI10.1080/00207720500219914zbMath1122.93078WikidataQ59552558 ScholiaQ59552558MaRDI QIDQ5712076
Aurora Hermoso-Carazo, Seiichi Nakamori, Raquel Caballero-Águila, Josefa Linares-Pérez
Publication date: 22 December 2005
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207720500219914
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
93E24: Least squares and related methods for stochastic control systems
60G35: Signal detection and filtering (aspects of stochastic processes)
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
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Cites Work
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- Polynomial filtering approach to reconstruction and noise reduction of nonuniformly sampled signals.
- New design of estimators using covariance information with uncertain observations in linear discrete-time systems
- Optimal linear estimation with uncertain observations (Corresp.)
- Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
- Optimal recursive estimation with uncertain observation
