Derivation of linear estimation algorithms from measurements affected by multiplicative and additive noises
DOI10.1016/J.CAM.2010.01.043zbMATH Open1217.93161DBLPjournals/jcam/Garcia-LigeroHLN10OpenAlexW2025639920WikidataQ59552300 ScholiaQ59552300MaRDI QIDQ966092FDOQ966092
Authors: Aurora Hermoso-Carazo, Josefa Linares-Pérez, Seiichi Nakamori, María Jesús García-Ligero 
Publication date: 27 April 2010
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.2010.01.043
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Cites Work
- Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises
- Optimal recursive estimation with uncertain observation
- Linear estimation of continuous-discrete linear state space models with multiplicative noise
- Filtering of images corrupted by multiplicative and white plus coloured additive noises using covariance information
- On invariant measures of discrete time filters in the correlated signal-noise case
- Approximate maximum likelihood estimators for array processing in multiplicative noise environments
- Detection of multiplicative noise in stationary random processes using second- and higher order statistics
- Polynomial fixed-point smoothing of uncertainly observed signals based on covariances
- New recursive estimators from correlated interrupted observations using covariance information
- A new recursive filter for systems with multiplicative noise
- Linear recursive discrete-time estimators using covariance information under uncertain observations
Cited In (10)
- Covariance-based estimation from multisensor delayed measurements with random parameter matrices and correlated noises
- Optimal recursive estimation for networked stochastic uncertain systems with fading measurements and time-correlated channel noises
- Estimation algorithm for system with non-Gaussian multiplicative/additive noises based on variational Bayesian inference
- Bounds from noisy linear measurements
- Filtering of images corrupted by multiplicative and white plus coloured additive noises using covariance information
- Title not available (Why is that?)
- Recursive linear estimation for discrete-time systems in the presence of different multiplicative observation noises
- Estimation for power quality disturbances with multiplicative noises and correlated noises: a recursive estimation approach
- Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations
- Optimization of Generalized Mean-Square Error in Noisy Linear Estimation
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