Optimal mean-square state and parameter estimation for stochastic linear systems with Poisson noises

Information Sciences

Volumn 197, Issue , 2012, Pages 177-186

  Basin, Michael ^a   Maldonado, Juan J ^a  

^a UNIVERSIDAD AUTÓNOMA DE NUEVO LEÓN   (Mexico)

Author keywords

Filtering; Linear stochastic system; Parameter identification; Poisson noise

Indexed keywords

FILTERING PROBLEMS; LINEAR OBSERVATIONS; LINEAR STOCHASTIC SYSTEM; MEAN-SQUARE; OPTIMAL FILTER; OPTIMAL STATE; POISSON NOISE; POISSON PROCESS; POLYNOMIAL SYSTEMS; STATE VECTOR; STOCHASTIC LINEAR SYSTEMS; UNKNOWN PARAMETERS; WHITE GAUSSIAN NOISE;

FILTRATION; IDENTIFICATION (CONTROL SYSTEMS); LINEAR SYSTEMS; PARAMETER ESTIMATION; POISSON DISTRIBUTION; SIGNAL FILTERING AND PREDICTION; STOCHASTIC SYSTEMS;

OPTIMIZATION;

EID: 84859104577     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2012.02.021     Document Type: Article

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