Abstract | ||
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In this letter, we consider the robust finite-horizon filtering problem for a class of discrete time-varying systems with missing measurements and norm-bounded parameter uncertainties. The missing measurements are described by a binary switching sequence satisfying a conditional probability distribution. An upper bound for the state estimation error variance is first derived for all possible missi... |
Year | DOI | Venue |
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2005 | 10.1109/LSP.2005.847890 | IEEE Signal Processing Letters |
Keywords | Field | DocType |
Robustness,Filtering,Stochastic systems,Uncertain systems,Upper bound,State estimation,Filters,Time varying systems,Measurement uncertainty,Probability distribution | Mathematical optimization,Conditional probability distribution,Upper and lower bounds,Filter (signal processing),Stochastic process,Filtering problem,Robustness (computer science),Kalman filter,Probability distribution,Mathematics | Journal |
Volume | Issue | ISSN |
12 | 6 | 1070-9908 |
Citations | PageRank | References |
69 | 5.21 | 7 |
Authors | ||
4 |
Name | Order | Citations | PageRank |
---|---|---|---|
Zidong Wang | 1 | 11003 | 578.11 |
Fuwen Yang | 2 | 1051 | 74.00 |
Daniel W.C. Ho | 3 | 5311 | 285.38 |
Xiaohui Liu | 4 | 115 | 18.03 |