China Aerospace Science and Industry Corporation (CASIC) - Optimal filtering for uncertain systems with stochastic nonlinearities, correlated noises and missing measurements

Author(s): Shuo Zhang ; Yan Zhao ; Min Li ; Jianhui Zhao
Publisher: China Aerospace Science and Industry Corporation (CASIC)
Publication Date: 1 October 2015
Volume: 26
Page(s): 1,052 - 1,059
ISSN (Electronic): 1004-4132
DOI: 10.1109/JSEE.2015.00114
Regular:

The globally optimal recursive filtering problem is studied for a class of systems with random parameter matrices, stochastic nonlinearities, correlated noises and missing measurements. The... View More

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