Optimal recursive filtering, prediction, and smoothing for singular stochastic discrete-time systems

DOI10.1109/9.802935zbMath1136.93451OpenAlexW2121482537MaRDI QIDQ4506954

Xie, Lihua, Huan-Shui Zhang, Yeng Chai Soh

Publication date: 17 October 2000

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

Full work available at URL: https://doi.org/10.1109/9.802935

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

Related Items (10)

Robust M estimation of parameters in a linear system ⋮ Reduced-order \(H_{\infty}\) filtering for singular systems ⋮ Robust fusion filter for multisensor descriptor system with uncertain‐variance noises and packet dropout ⋮ Robust filtering for uncertain linear discrete-time descriptor systems ⋮ Robust state prediction for descriptor systems ⋮ Descriptor recursive estimation for multiple sensors with different delay rates ⋮ Filtering for rectangular discrete-time descriptor systems ⋮ Recursive linear estimation for general discrete-time descriptor systems ⋮ Weighted measurement fusion Kalman estimator for multisensor descriptor system ⋮ WMF self-tuning Kalman estimators for multisensor singular system

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