Recursive algorithms for linear LMSE estimators under uncertain observations

DOI10.1109/TAC.1984.1103655MaRDI QIDQ3332900zbMATH OpenFDO

Authors Xingde Wang

Publication date 1984

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1984.1103655

zbMATH Keywords

one-step predictoroptimal filterrecursive linear estimatoruncertain observations

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cited in

(11)

• Recursive estimator for linear and nonlinear systems with uncertain observations
• An estimation algorithm for the false alarm probability in systems with uncertain observations
• Linear estimation for discrete systems with uncertain observations: an application to the correction of declared incomes in inquiry
• State estimation over non-acknowledgment networks with Markovian packet dropouts
• A recursive algorithm for discrete L₁ linear estimation using the dual simplex method
• Recursive estimation of linear systems
• Fixed-point smoothing with non-independent uncertainty using covariance information
• scientific article; zbMATH DE number 966827 (Why is no real title available?)
• State estimation for systems with unobservable packet losses: Approximate estimation, stability, and performance analysis
• State estimation with unknown measurement losses: a detector-based approach
• Recursive linear estimation for discrete-time systems in the presence of different multiplicative observation noises

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