Estimation technique using covariance information with uncertain observations in linear discrete-time systems
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Publication:1391479
DOI10.1016/S0165-1684(97)00032-7zbMath1005.94516OpenAlexW2088847363WikidataQ127333061 ScholiaQ127333061MaRDI QIDQ1391479
Publication date: 22 July 1998
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1684(97)00032-7
Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systems ⋮ New design of fixed-interval smoother using covariance information in linear stochastic continuous-time systems ⋮ Nearest-neighbour modelling of reciprocal chains ⋮ Recursive linear estimation for discrete-time systems in the presence of different multiplicative observation noises ⋮ Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems ⋮ New design of estimators using covariance information with uncertain observations in linear discrete-time systems
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