Stability of optimum linear estimators of stochastic signals in white multiplicative noise

DOI10.1109/TAC.1981.1102688zbMath0481.93062MaRDI QIDQ3939704

Tugnait, Jitendra K.

Publication date: 1981

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

zbMATH Keywords

samplingfadingamplitude modulationgatingoptimal minimum mean-square error linear filterreflection of the transmitted signalstability of optimum linear estimatorsstochastic signals in white multiplicative noise

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15) Model systems in control theory (93C99)

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Parametrization of all linear compensators for discrete-time stochastic parameter systems ⋮ Robust minimum variance linear state estimators for multiple sensors with different failure rates ⋮ Observer design for stochastic-parameter systems ⋮ Implications of a result on observer design for stochastic parameter systems ⋮ Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems ⋮ Optimal linear estimator for discrete-time systems with random delays ⋮ Estimation and control of stochastic bilinear systems with prescribed degree of stability ⋮ Estimation algorithm for system with non‐Gaussian multiplicative/additive noises based on variational Bayesian inference ⋮ Linear unbiased state estimation under randomly varying bounded sensor delay ⋮ State estimation for asynchronous sensor systems with Markov jumps and multiplicative noises ⋮ When multiplicative noise stymies control ⋮ Kalman filtering with faded measurements ⋮ Optimal estimation of linear discrete-time systems with stochastic parameters

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