Optimal asynchronous estimation of 2D Gaussian–Markov processes

DOI10.1080/00207721.2011.604737zbMath1307.93402OpenAlexW2134054471MaRDI QIDQ5497426

Mariusz Domżalski, Zdzisław Kowalczuk

Publication date: 4 February 2015

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2011.604737

zbMATH Keywords

Gaussian processesfilteringestimation and detection

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Related Items (7)

Mean square exponential stabilisation for directional 2D Roesser hidden Markov model ⋮ The fractional Kalman filter-based asynchronous multirate sensor information fusion ⋮ Optimal Kullback–Leibler approximation of Markov chains via nuclear norm regularisation ⋮ On convergence of the unscented Kalman–Bucy filter using contraction theory ⋮ H$$_{\infty }$$ Approach to Virtual Actuators Design ⋮ Particle filter for state estimation of jump Markov nonlinear system with application to multi-targets tracking ⋮ Asynchronous distributed state estimation for continuous-time stochastic processes

Cites Work

• Adaptive fading Kalman filter with an application
• Optimal reconstruction of ARMA signals with decimated samples under corrupting noise by use of multirate Kalman filter
• Bayesian identification of stochastic linear systems with observations at multiple scales
• Some explicit formulas for the matrix exponential
• The modeling and estimation of asynchronous multirate multisensor dynamic systems

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