Concepedia

Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices

R. Caballero‐Águila, I. García-Garrido, J. Linares‐Pérez

Applied Mathematics and Computation · 2015 · 18 citations · 25 references

Open access

Concepts

EngineeringMathematicsSystems EngineeringProbability TheoryStochastic ModelingStochastic ProcessesDiscrete-time Stochastic ProcessesParameter EstimationState EstimationStochastic ControlStochastic Differential EquationsStochastic Systems ModelingDiscrete-time ModelsParameter Estimation For Stochastic Differential EquationsRandom MatricesRandom Parameter SystemsStochastic Parameter EstimationStochastic State EstimationStochastic System Identification

References

25

Matrix Differential Calculus with Applications in Statistics and Econometrics.

J. R. Magnus, Heinz Neudecker · Biometrics · 1988 · 2.7K citations

Social Sciences, Economics, Mathematics +12

Matrix Differential Calculus with Applications in Statistics and Econometrics

Eric R. Ziegel, J. R. Magnus, H. Neudecker · Technometrics · 1989 · 1.4K citations

Social Sciences, Economics, Mathematics +12

Optimal estimation of linear discrete-time systems with stochastic parameters

W.L. De Koning · Automatica · 1984 · 199 citations

Engineering, Mathematics, Systems Engineering +16

Recursive filtering with random parameter matrices, multiple fading measurements and correlated noises

Jun Hu, Zidong Wang, Huijun Gao · Automatica · 2013 · 184 citations

Engineering, Mathematics, Digital Communication +15

Robust minimum variance linear state estimators for multiple sensors with different failure rates

Franck O. Hounkpevi, Edwin E. Yaz · Automatica · 2007 · 180 citations

Computing, Systems Engineering, Fault-tolerant Systems +13