Polynomial filtering of systems with non-independent uncertain observations

@article{Carravetta2004PolynomialFO,
  title={Polynomial filtering of systems with non-independent uncertain observations},
  author={Francesco Carravetta and Gabriella Mavelli},
  journal={2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)},
  year={2004},
  volume={3},
  pages={3109-3114}
}
The filtering problem for non-Gaussian, discretetime, linear systems with correlated uncertainty in the observation equation is investigated in the present paper. A stochastic Markov sequence of correlated Bernoulli random variables is considered as a model for the uncertainty in the measurements. For this class of systems Hadidi-Schwartz defined a linear… CONTINUE READING