Estimation for discrete non-linear time-delayed systems and measurements with correlated and coloured noise processes

DOI10.1080/00207177808922431zbMath0395.93034OpenAlexW2088813829MaRDI QIDQ4178876

D. F. Liang, G. S. Christensen

Publication date: 1978

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177808922431

zbMATH Keywords

EstimationFilteringDiscrete Nonlinear Time-Delayed SystemsMulti-Channel Delayed Measurement SignalsSmoothing Algorithms

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) Control/observation systems in abstract spaces (93C25)

Cites Work

• Stochastic processes and filtering theory
• Least-squares state estimation in time-delay systems with colored observation noise: An innovations approach
• The matrix minimum principle

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