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Design of Estimation Algorithms from an Innovation Approach in Linear Discrete-Time Stochastic Systems with Uncertain Observations

Written By

J. Linares-Pérez, R. Caballero-Águila and I. García-Garrido

Submitted: 02 December 2011 Published: 28 November 2012

DOI: 10.5772/45777

From the Edited Volume

Stochastic Modeling and Control

Edited by Ivan Ganchev Ivanov

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Written By

J. Linares-Pérez, R. Caballero-Águila and I. García-Garrido

Submitted: 02 December 2011 Published: 28 November 2012