Kalman Filtering for Discrete Stochastic Systems with Multiplicative Noises and Random Two-Step Sensor Delays
This paper is concerned with the optimal Kalman filtering problem for a class of discrete stochastic systems with multiplicative noises and random two-step sensor delays. Three Bernoulli distributed random variables with known conditional probabilities are introduced to characterize the phenomena of...
Main Authors: | Dongyan Chen, Yonglong Yu, Long Xu, Xiaohui Liu |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2015-01-01
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Series: | Discrete Dynamics in Nature and Society |
Online Access: | http://dx.doi.org/10.1155/2015/809734 |
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