TY  - GEN 
AU  - Linares Pérez, Josefa
AU  - Caballero-Águila, R.
AU  - García Garrido, Irene
PY  - 2014
SN  - 0020-7721
UR  - https://hdl.handle.net/10481/86818
AB  - This paper addresses the optimal least-squares linear estimation problem for a class of discrete-time stochastic systems with random parameter matrices and correlated additive noises. The system presents the following main features: (1) one-step...
LA  - eng
PB  - Taylor & Francis
KW  - Random parameter matrices
KW  - Correlated noises
KW  - Least-squares estimation
TI  - Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications
DO  - doi.org/10.1080/00207721.2014.909093
ER  -