Quadratic estimation from uncertain observations with white plus coloured noises using covariance information

DOI10.1016/S0096-3003(03)00760-4zbMath1053.94523DBLPjournals/amc/NakamoriCHL04OpenAlexW2041355302WikidataQ59552605 ScholiaQ59552605MaRDI QIDQ1883152

Raquel Caballero-Águila, Aurora Hermoso-Carazo, Seiichi Nakamori, Josefa Linares-Pérez

Publication date: 1 October 2004

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0096-3003(03)00760-4

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (2)

Quadratic filtering algorithm based on covariances using correlated uncertain observations coming from different sensors ⋮ Recursive state estimation for stochastic nonlinear non-Gaussian systems using energy-harvesting sensors: a quadratic estimation approach

Cites Work

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• Optimal quadratic filtering of linear discrete-time non-Gaussian systems
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• Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem

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