Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices

DOI10.1016/J.AMC.2015.10.005zbMath1410.93119OpenAlexW2172432776WikidataQ59551923 ScholiaQ59551923MaRDI QIDQ668485

Irene García-Garrido, Josefa Linares-Pérez, Raquel Caballero-Águila

Publication date: 19 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.10.005

zbMATH Keywords

recursive filterinnovation approachfading measurementsleast-squares quadratic estimationrandom parameter matrices

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Related Items (4)

Protocol‐based extended Kalman filtering with quantization effects: The Round‐Robin case ⋮ Quadratic estimation for stochastic systems in the presence of random parameter matrices, time-correlated additive noise and deception attacks ⋮ Quadratic filtering for discrete time-varying non-Gaussian systems under binary encoding schemes ⋮ Recursive state estimation for stochastic nonlinear non-Gaussian systems using energy-harvesting sensors: a quadratic estimation approach

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