Signal Estimation with Random Parameter Matrices and Time-correlated Measurement Noises

DOI10.5220/0007807804810487OpenAlexW2968418231MaRDI QIDQ6140534

Aurora Hermoso-Carazo, Josefa Linares-Pérez, Raquel Caballero-Águila

Publication date: 2 January 2024

Published in: Proceedings of the 16th International Conference on Informatics in Control, Automation and Robotics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10481/64264

zbMATH Keywords

filteringcovariance informationrandom parameter matricestime-correlated noisefixed-point smoothingleast-squares estimation algorithms

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Networked control (93B70)

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