Duality of linear estimation for multiplicative noise systems with measurement delay
Author:
Affiliation:
1. School of Information Science and EngineeringShandong Normal UniversityJinan250014ShandongPeople's Republic of China
2. School of Electrical EngineeringUniversity of JinanJinan250022ShandongPeople's Republic of China
Funder
National Natural Science Foundation of China
Publisher
Institution of Engineering and Technology (IET)
Subject
Electrical and Electronic Engineering,Signal Processing
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1049/iet-spr.2011.0382
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1. Optimal recursive estimation with uncertain observation
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5. Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises
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