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dc.contributor.authorCaballero-Águila, R.
dc.contributor.authorHermoso-Carazo, Aurora
dc.contributor.authorLinares-Pérez, Josefa
dc.date.accessioned2015-03-18T13:43:15Z
dc.date.available2015-03-18T13:43:15Z
dc.date.issued2014
dc.identifier.citationCaballero-Águila, R.; Hermoso-Carazo, A.; Linares-Pérez, J. Covariance-Based Estimation from Multisensor Delayed Measurements with Random Parameter Matrices and Correlated Noises. Mathematical Problems in Engineering, 2014: 958474 (2014). [http://hdl.handle.net/10481/35298]es_ES
dc.identifier.issn1024-123X
dc.identifier.issn1563-5147
dc.identifier.urihttp://hdl.handle.net/10481/35298
dc.description.abstractThe 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.es_ES
dc.language.isoenges_ES
dc.publisherHindawi Publishing Corporationes_ES
dc.subjectAnálisis de covarianzaes_ES
dc.subjectAnalysis of covariancees_ES
dc.subjectFunciones recursivases_ES
dc.subjectRecursive functionses_ES
dc.subjectDetectores es_ES
dc.subjectDetectors es_ES
dc.subjectAlgoritmos es_ES
dc.subjectAlgorithms es_ES
dc.titleCovariance-Based Estimation from Multisensor Delayed Measurements with Random Parameter Matrices and Correlated Noiseses_ES
dc.typeinfo:eu-repo/semantics/articlees_ES
dc.rights.accessRightsinfo:eu-repo/semantics/openAccesses_ES
dc.identifier.doi10.1155/2014/958474


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