Recursive estimation of discrete-time si
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R. Caballero-Águila; A. Hermoso-Carazo; J.D. Jiménez-López; J. Linares-Pérez; S.
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Article
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2009
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Elsevier Science
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English
⚖ 726 KB
In this paper, one-stage prediction, filtering, and fixed-point smoothing problems are addressed for nonlinear discrete-time stochastic systems with randomly delayed measurements perturbed by additive white noise. The observation delay is modelled by a sequence of independent Bernoulli random variab