Title
Optimal linear recursive estimators for stochastic uncertain systems with time-correlated additive noises and packet dropout compensations
Abstract
•A stochastic uncertain system with correlated multiplicative noises, additive noises, and packet losses is studied.•Predictor of lost packet is used for compensation.•New optimal linear recursive full-order state filter, predictor and smoother are proposed.•Steady-state property is analyzed. A sufficient condition for convergence of optimal linear estimators is given.
Year
DOI
Venue
2020
10.1016/j.sigpro.2020.107704
Signal Processing
Keywords
DocType
Volume
Innovation analysis approach,Linear estimator,Packet dropout compensator,Stochastic uncertain system,Time-correlated noise
Journal
176
ISSN
Citations 
PageRank 
0165-1684
0
0.34
References 
Authors
0
2
Name
Order
Citations
PageRank
Jing Ma11548.69
Shuli Sun273452.41