Optimal Filtering for Discrete-Time Linear Systems With Time-Correlated Multiplicative Measurement Noises
暂无分享,去创建一个
[1] Zhong-Ping Jiang,et al. Saturated Feedback Stabilization of Discrete-Time Descriptor Bilinear Systems , 2007, IEEE Transactions on Automatic Control.
[2] W. P. Birkemeier,et al. A new recursive filter for systems with multiplicative noise , 1990, IEEE Trans. Inf. Theory.
[3] Jean-Louis Thonnard,et al. Improving the state estimation for optimal control of stochastic processes subject to multiplicative noise , 2011, Autom..
[4] Mohinder S. Grewal,et al. Kalman Filtering: Theory and Practice Using MATLAB , 2001 .
[5] B. Chow,et al. A new structure of recursive estimator , 1989 .
[6] S. Haykin,et al. Adaptive Filter Theory , 1986 .
[7] W. Liu. Optimal filtering for discrete-time linear systems with multiplicative and time-correlated additive measurement noises , 2015 .
[8] Vasile Dragan,et al. Optimal Filtering for Discrete-Time Linear Systems With Multiplicative White Noise Perturbations and Periodic Coefficients , 2013, IEEE Transactions on Automatic Control.
[9] Isaac Yaesh,et al. Hinfinity control and filtering of discrete-time stochastic systems with multiplicative noise , 2001, Autom..
[10] Willem L. De Koning,et al. Optimal estimation of linear discrete-time systems with stochastic parameters , 1984, Autom..
[11] Guang-Ren Duan,et al. Detectability and observability of discrete-time stochastic systems and their applications , 2009, Autom..
[12] F. Lewis. Optimal Estimation: With an Introduction to Stochastic Control Theory , 1986 .
[13] Ling Zhang,et al. An Optimal Filtering Algorithm for Systems With Multiplicative/Additive Noises , 2007, IEEE Signal Processing Letters.
[14] F. Carravetta,et al. Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise , 1997, IEEE Trans. Autom. Control..
[15] A. Germani,et al. Suboptimal solutions for the cubic sensor problem , 1997, Proceedings of the 36th IEEE Conference on Decision and Control.
[16] Alfredo Germani,et al. A new suboptimal approach to the filtering problem for bilinear stochastic differential systems , 2000, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187).
[17] Fuwen Yang,et al. Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises , 2002, IEEE Trans. Autom. Control..
[18] Oswaldo Luiz V. Costa,et al. Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises , 2011, Autom..
[19] James A. Primbs,et al. Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise , 2007, IEEE Transactions on Automatic Control.
[20] F. Carravetta,et al. Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems , 1996 .
[21] M. Srinath,et al. Optimum Linear Estimation of Stochastic Signals in the Presence of Multiplicative Noise , 1971, IEEE Transactions on Aerospace and Electronic Systems.
[22] Uri Shaked,et al. H∞ output-feedback control of discrete-time systems with state-multiplicative noise , 2008, Autom..
[23] Jun Hu,et al. Quantised recursive filtering for a class of nonlinear systems with multiplicative noises and missing measurements , 2013, Int. J. Control.