Tobit Kalman filter with time‐correlated multiplicative measurement noise-Reference-Cited by-同舟云学术

Tobit Kalman filter with time‐correlated multiplicative measurement noise

Published:2017-01 Issue:1 Volume:11 Page:122-128
ISSN:1751-8652
Container-title:IET Control Theory & Applications
language:en
Short-container-title:IET Control Theory & Applications

Author:

Li Wenling¹²,Jia Yingmin¹²,Du Junping³

Affiliation:

1. The Seventh Research Division and the Center for Information and Control, Beihang University (BUAA)Beijing100191People's Republic of China

2. School of Automation Science and Electrical Engineering, Beihang University (BUAA)Beijing100191People's Republic of China

3. School of Computer Science and Technology, Beijing University of Posts and TelecommunicationsBeijing100876People's Republic of China

Funder

National Natural Science Foundation of China

Publisher

Institution of Engineering and Technology (IET)

Subject

Electrical and Electronic Engineering,Control and Optimization,Computer Science Applications,Human-Computer Interaction,Control and Systems Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1049/iet-cta.2016.0624

Reference36 articles.

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3. The Tobit model with a non‐zero threshold;Carson R.;Econ. J.,2007

4. Tobit maximum-likelihood estimation for stochastic time series affected by receiver saturation

5. Ibarz‐GabardosB. andZufiriaP.J.: ‘A Kalman filter with censored data’.2005 IEEE Int. Workshop on Intelligent Signal Processing 2005 pp.74–79

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