TY  - GEN 
AU  - Caballero-Águila, R.
AU  - García Garrido, Irene
AU  - Linares Pérez, Josefa
PY  - 2015
UR  - https://hdl.handle.net/10481/87149
AB  - This paper addresses the least-squares quadratic filtering problem in
discrete-time stochastic systems with random parameter matrices in both
the state and measurement equations. Defining a suitable augmented system, this problem is reduced to the...
LA  - eng
PB  - Elsevier
KW  - Random parameter matrices
KW  - Least-squares estimation
KW  - Fading measurements
KW  - Recursive filtering algorithm
TI  - Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices
DO  - 10.1016/j.amc.2015.10.005
ER  -