Performance comparison of covariance-assignment state estimators with intermittent observations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Control and Systems Engineering
Link
http://link.springer.com/content/pdf/10.1007/s12555-015-0004-4.pdf
Reference17 articles.
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3. P. K. Rajasekaran, N. Satyanarayana, and M. D. Srinath, “Optimum linear estimation of stochastic signals in the presence of multiplicative noise,” IEEE Trans. on Aerospace and Electronic Systems, vol. AES-7, no. 3, pp. 462–468, 1971.
4. W. NaNacara and E. E. Yaz, “Recursive estimator for linear and nonlinear systems with uncertain observations,” Signal Processing, vol. 62, no. 15, pp. 215–228, 1997.
5. B. Sinopoli, L. Schenato, M. Franceschetti, K. Poolla, M. I. Jordan, and S. S. Sastry, “Kalman filtering with intermittent observations,” IEEE Trans. on Automatic Control, vol. 49, no. 9, pp. 1453–1464, 2004.
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