Recursive filtering with random parameter matrices, multiple fading measurements and correlated noises

DOI10.1016/j.automatica.2013.08.021zbMath1315.93081OpenAlexW1977909490MaRDI QIDQ2350814

Publication date: 25 June 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2013.08.021

zbMATH Keywords

recursive filtering multiple fading measurements stochastic nonlinearity random parameter matrix autocorrelation and cross-correlation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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