Signal Estimation with Random Parameter Matrices and Time-correlated Measurement Noises

DOI10.5220/0007807804810487MaRDI QIDQ6140534zbMATH OpenOpenAlexFDO

Authors R. Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez

Publication date 2 January 2024

Published in Proceedings of the 16th International Conference on Informatics in Control, Automation and Robotics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10481/64264

zbMATH Keywords

covariance informationfilteringfixed-point smoothingleast-squares estimation algorithmsrandom parameter matricestime-correlated noise

Mathematics Subject Classification ID

Networked control (93B70) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(8)

• Search for weights in the problem of finite-rank signal estimation in the presence of random noise
• Recursive filtering with random parameter matrices, multiple fading measurements and correlated noises
• Estimation of matrix valued realized signal to noise ratio
• Probability density functions for correlators with noisy reference signals
• scientific article; zbMATH DE number 7218986 (Why is no real title available?)
• scientific article; zbMATH DE number 5504703 (Why is no real title available?)
• Estimation of Continuous-Time Stochastic Signals From Sample Covariances
• Some results on the stochastic signal parameter estimation problem

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