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Covariance-Based Estimation from Multisensor Delayed Measurements with Random Parameter Matrices and Correlated Noises
Joint Authors
Caballero-Águila, R.
Linares-Perez, Josefa
Hermoso-Carazo, A.
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-06-16
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract EN
The optimal least-squares linear estimation problem is addressed for a class of discrete-time multisensor linear stochastic systems subject to randomly delayed measurements with different delay rates.
For each sensor, a different binary sequence is used to model the delay process.
The measured outputs are perturbed by both random parameter matrices and one-step autocorrelated and cross correlated noises.
Using an innovation approach, computationally simple recursive algorithms are obtained for the prediction, filtering, and smoothing problems, without requiring full knowledge of the state-space model generating the signal process, but only the information provided by the delay probabilities and the mean and covariance functions of the processes (signal, random parameter matrices, and noises) involved in the observation model.
The accuracy of the estimators is measured by their error covariance matrices, which allow us to analyze the estimator performance in a numerical simulation example that illustrates the feasibility of the proposed algorithms.
American Psychological Association (APA)
Caballero-Águila, R.& Hermoso-Carazo, A.& Linares-Perez, Josefa. 2014. Covariance-Based Estimation from Multisensor Delayed Measurements with Random Parameter Matrices and Correlated Noises. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-13.
https://search.emarefa.net/detail/BIM-511448
Modern Language Association (MLA)
Caballero-Águila, R.…[et al.]. Covariance-Based Estimation from Multisensor Delayed Measurements with Random Parameter Matrices and Correlated Noises. Mathematical Problems in Engineering No. 2014 (2014), pp.1-13.
https://search.emarefa.net/detail/BIM-511448
American Medical Association (AMA)
Caballero-Águila, R.& Hermoso-Carazo, A.& Linares-Perez, Josefa. Covariance-Based Estimation from Multisensor Delayed Measurements with Random Parameter Matrices and Correlated Noises. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-13.
https://search.emarefa.net/detail/BIM-511448
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-511448