Robust finite-horizon filtering for stochastic systems with missing measurements

IEEE Signal Processing Letters

Volumn 12, Issue 6, 2005, Pages 437-440

  Wang, Zidong ^a,b   Yang, Fuwen ^b,c   Ho, Daniel W C ^d   Liu, Xiaohui ^b  

^a DONGHUA UNIVERSITY   (China)

^b BRUNEL UNIVERSITY   (United Kingdom)

^c FUZHOU UNIVERSITY   (China)

^d CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Kalman filtering; Missing measurements; Parameter uncertainty; Robust filtering; Time varying systems

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; DIFFERENCE EQUATIONS; LYAPUNOV METHODS; MATRIX ALGEBRA; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; RICCATI EQUATIONS; SIGNAL PROCESSING;

MISSING MEASUREMENTS; PARAMETER UNCERTAINTY; ROBUST FILTERING;

KALMAN FILTERING;

EID: 20444374021     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/LSP.2005.847890     Document Type: Article

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