Linear estimation for discrete-time systems in the presence of time-correlated disturbances and uncertain observations

DOI10.1109/9.310039zbMath0800.93757OpenAlexW2004698058WikidataQ59552690 ScholiaQ59552690MaRDI QIDQ4306988

Aurora Hermoso-Carazo, Josefa Linares-Pérez

Publication date: 1 November 1994

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

Full work available at URL: https://doi.org/10.1109/9.310039

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55)

Related Items (8)

Linear estimation for discrete systems with uncertain observations: an application to the correction of declared incomes in inquiry ⋮ Different approaches for state filtering in nonlinear systems with uncertain observations ⋮ Fixed-point smoothing with non-independent uncertainty using covariance information ⋮ Recursive linear estimation for discrete-time systems in the presence of different multiplicative observation noises ⋮ Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems ⋮ Signal estimation with nonlinear uncertain observations using covariance information ⋮ Chandrasekhar-type filter for a wide-sense stationary signal from uncertain observations using covariance information ⋮ Fixed-interval smoothing problem from uncertain observations with correlated signal and noise

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