The optimal robust finite-horizon Kalman filtering for multiple sensors with different stochastic failure rates

DOI10.1016/j.aml.2012.03.036zbMath1251.93127OpenAlexW1975930131MaRDI QIDQ1761570

Xiaomei Qu, Jie Zhou

Publication date: 15 November 2012

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2012.03.036

zbMATH Keywords

Kalman filteringsensor failurerobust finite-horizon filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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