A study on input noise second-order filtering and smoothing of linear stochastic discrete systems with packet dropouts

Abstract We investigate non-Gaussian noise second-order filtering and fixed-order smoothing problems for non-Gaussian stochastic discrete systems with packet dropouts. We present a novel Kalman-like nonlinear non-Gaussian noise estimation approach based on the packet dropout probability distribution...

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Bibliographic Details
Main Authors: Huihong Zhao, Zhifang Li, Bin Li, Tongxing Li
Format: Article
Language:English
Published: SpringerOpen 2020-09-01
Series:Advances in Difference Equations
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13662-020-02903-7