Derivation of linear estimation algorithms from measurements affected by multiplicative and additive noises

DOI10.1016/J.CAM.2010.01.043MaRDI QIDQ966092zbMATH OpenOpenAlexDBLPWikidataFDO

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

zbMATH Keywords

filterfixed-point smoothermultiplicative noise

Mathematics Subject Classification ID

Operator-theoretic methods (93B28) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cites work

• A new recursive filter for systems with multiplicative noise
• 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
• Filtering of images corrupted by multiplicative and white plus coloured additive noises using covariance information
• Linear estimation of continuous-discrete linear state space models with multiplicative noise
• Linear recursive discrete-time estimators using covariance information under uncertain observations
• New recursive estimators from correlated interrupted observations using covariance information
• On invariant measures of discrete time filters in the correlated signal-noise case
• Optimal recursive estimation with uncertain observation
• Polynomial fixed-point smoothing of uncertainly observed signals based on covariances
• Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises

Cited in

(12)

• Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations
• Signal extraction from multiple noisy sensors
• Optimal recursive estimation for networked stochastic uncertain systems with fading measurements and time-correlated channel noises
• Covariance-based estimation from multisensor delayed measurements with random parameter matrices and correlated noises
• Filtering of images corrupted by multiplicative and white plus coloured additive noises using covariance information
• scientific article; zbMATH DE number 4159902 (Why is no real title available?)
• Optimization of Generalized Mean-Square Error in Noisy Linear Estimation
• Bounds from noisy linear measurements
• Estimation algorithm for system with non-Gaussian multiplicative/additive noises based on variational Bayesian inference
• Estimation for power quality disturbances with multiplicative noises and correlated noises: a recursive estimation approach
• A new recursive filter for systems with multiplicative noise
• Recursive linear estimation for discrete-time systems in the presence of different multiplicative observation noises

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