State Estimation With Initial State Uncertainty

DOI10.1109/TIT.2007.911171zbMath1305.62037OpenAlexW2168748726MaRDI QIDQ3604546

Tan F. Wong, Yoav Levinbook

Publication date: 24 February 2009

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2007.911171

zbMATH Keywords

state estimationKalman filterminimax estimatorrisk functionconditional mean estimator

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Estimation and detection in stochastic control theory (93E10)

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Unbiasedness-constrained least squares state estimation for time-varying systems with missing measurements under round-robin protocol

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