Optimal state estimation for equality‐constrained systems with complex noise

DOI10.1002/OCA.2436zbMath1402.93242OpenAlexW2800626232WikidataQ129837356 ScholiaQ129837356MaRDI QIDQ4556382

Xingkai Yu, Jian Xu, Jianxun Li, Zhe Zhang

Publication date: 16 November 2018

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2436

zbMATH Keywords

state estimationequality constraintsvariational Bayesian inferencecomplex noise

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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