In this paper, results of robust estimation of Zhou (2010a) are extended to state estimation with missing measurements. A new procedure is derived which inherits the main properties of that of Zhou (2010a). In this extension, a covariance matrix used in the recursions is replaced by its estimate whi
Optimal robust estimation for discrete time stochastic processes
β Scribed by P.M. Kulkarni; C.C. Heyde
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 510 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0304-4149
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