Optimal Filtering for Discrete-Time Linear Systems With Time-Correlated Multiplicative Measurement Noises

DOI10.1109/TAC.2015.2480238zbMath1359.93490OpenAlexW2469849394MaRDI QIDQ2980505

Wei Liu

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2015.2480238

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Signal detection and filtering (aspects of stochastic processes) (60G35)

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