Least-squares linear estimation of signals from observations with Markovian delays
DOI10.1016/J.CAM.2011.06.021zbMATH Open1231.65018OpenAlexW2093776987WikidataQ59552224 ScholiaQ59552224MaRDI QIDQ645706FDOQ645706
Authors: María Jesús García-Ligero, Aurora Hermoso-Carazo, Josefa Linares-Pérez 
Publication date: 10 November 2011
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2011.06.021
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least-squares estimationcovariance informationrecursive filteringfixed-point smoothing algorithmsMarkovian delays
Computational methods in Markov chains (60J22) Linear regression; mixed models (62J05) Numerical analysis or methods applied to Markov chains (65C40) Analysis of variance and covariance (ANOVA) (62J10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Cites Work
- Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
- Linear unbiased state estimation under randomly varying bounded sensor delay
- Performance analysis of multi-innovation gradient type identification methods
- Multi-innovation extended stochastic gradient algorithm and its performance analysis
- Filtering for a class of nonlinear discrete-time stochastic systems with state delays
- Self-tuning control based on multi-innovation stochastic gradient parameter estimation
- Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
- Optimal filtering with random sensor delay, multiple packet dropout and uncertain observations
- \(H_\infty \) filtering of network-based systems with random delay
- Linear unbiased state estimation with random one-step sensor delay
- Recursive estimators of signals from measurements with stochastic delays using covariance information
- Hidden Markov model state estimation with randomly delayed observations
- Least-squares polynomial estimation from observations featuring correlated random delays
- Quadratic estimation of multivariate signals from randomly delayed measurements
Cited In (14)
- Distributed and centralized fusion estimation from multiple sensors with Markovian delays
- Recursive estimators of signals from measurements with stochastic delays using covariance information
- Signal Estimation from Observations Affected by Random Delays and White plus Coloured Noises
- Covariance-based least-squares filtering algorithm under Markovian measurement delays
- Recursive filtering for discrete-time linear systems with fading measurement and time-correlated channel noise
- Hidden Markov model state estimation with randomly delayed observations
- Recursive estimation of discrete-time signals from nonlinear randomly delayed observations
- Least-squares linear filtering using observations coming from multiple sensors with one- or two-step random delay
- Least-squares estimators for systems with stochastic sensor gain degradation, correlated measurement noises and delays in transmission modelled by Markov chains
- Smoothing problems for signal estimation with correlated signal and noise using randomly delayed observations
- Least-squares polynomial estimation from observations featuring correlated random delays
- Quadratic estimation of multivariate signals from randomly delayed measurements
- Title not available (Why is that?)
- Linear estimation based on covariances for networked systems featuring sensor correlated random delays
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