DocumentCode
1140674
Title
Linear estimation for discrete-time systems in the presence of time-correlated disturbances and uncertain observations
Author
Carazo, A. Hermoso ; Pérez, J. Linares
Author_Institution
Granada Univ., Spain
Volume
39
Issue
8
fYear
1994
fDate
8/1/1994 12:00:00 AM
Firstpage
1636
Lastpage
1638
Abstract
This note considers optimum linear recursive estimation for linear discrete-time systems with uncertain observations in cases where state and measurement noises are correlated. The different kinds of estimation problems treated include one-stage prediction and filtering
Keywords
discrete time systems; estimation theory; filtering and prediction theory; linear systems; matrix algebra; state estimation; stochastic processes; linear discrete-time systems; measurement noises; one-stage prediction and filtering; optimum linear recursive estimation; state noises; time-correlated disturbances; uncertain observations; Covariance matrix; Filtering; Filters; Genetic expression; Noise measurement; Random variables; Recursive estimation; Signal processing; Time measurement; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.310039
Filename
310039
Link To Document