152 search results - page 1 / 31 » Optimal filtering for uncertain linear stochastic systems |
CDC
2009
IEEE
13 years 8 months ago
2009
IEEE
— This paper presents the optimal joint filtering and parameter identification problem for uncertain linear stochastic systems with unknown parameters in both state and observa...
AUTOMATICA
2008
13 years 5 months ago
2008
This paper is concerned with the problem of robust filtering for uncertain linear discrete-time descriptor systems. The matrices of the system state-space model are uncertain, bel...
WCE
2007
13 years 6 months ago
2007
The focus of this paper is the problem of recursive estimation for uncertain multisensor linear discrete-time systems. We herein propose a new suboptimal filtering algorithm. The b...
CDC
2010
IEEE
12 years 12 months ago
2010
IEEE
We address the consensus-based distributed linear filtering problem, where a discrete time, linear stochastic process is observed by a network of sensors. We assume that the consen...
SIAMCO
2000
13 years 4 months ago
2000
The aim of this paper is to present a new approach to the filtering problem for the class of bilinear stochastic multivariable systems, consisting in searching for suboptimal state...