Recursive estimation of discrete-time signals from nonlinear randomly delayed observations
From MaRDI portal
Publication:979933
DOI10.1016/j.camwa.2009.06.046zbMath1189.93136OpenAlexW2076385297WikidataQ59552404 ScholiaQ59552404MaRDI QIDQ979933
Seiichi Nakamori, Raquel Caballero-Águila, Josefa Linares-Pérez, José Domingo Jiménez-López, Aurora Hermoso-Carazo
Publication date: 28 June 2010
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2009.06.046
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Related Items
A recursive approach to non-fragile filtering for networked systems with stochastic uncertainties and incomplete measurements, Strong tracking filtering algorithm of randomly delayed measurements for nonlinear systems, Covariance-based estimation from multisensor delayed measurements with random parameter matrices and correlated noises, Finite-horizon robust Kalman filter for uncertain attitude estimation system with star sensor measurement delays, Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: a survey, State estimation for a class of discrete nonlinear systems with randomly occurring uncertainties and distributed sensor delays, Decentralized robust set-valued state estimation in networked multiple sensor systems, Variance-constrained filtering for discrete-time genetic regulatory networks with state delay and random measurement delay
Cites Work
- Unnamed Item
- Quadratic estimation of multivariate signals from randomly delayed measurements
- Filtering for a class of nonlinear discrete-time stochastic systems with state delays
- Kalman filtering with real-time applications
- Stochastic analysis and control of real-time systems with random time delays
- A new formulation of some discrete-time stochastic-parameter state estimation problems
- Recursive estimators of signals from measurements with stochastic delays using covariance information
- Extended and unscented filtering algorithms using one-step randomly delayed observations
- Kalman filtering for multiple time-delay systems
- Approximation of Nonlinear Filters for Markov Systems with Delayed Observations
- Robust Filtering With Randomly Varying Sensor Delay: The Finite-Horizon Case
- The problem of state estimation via asynchronous communication channels with irregular transmission times
- Kalman Filtering With Intermittent Observations
- Optimal control of continuous-time linear systems with a time-varying, random delay
