@inproceedings{7fe85139902b401f905c36d36dd8d2ef,
title = "Bayesian recursive filtering with partially observed inputs and missing measurements",
abstract = "In this paper, the problem of state estimation is considered for discrete-time stochastic linear systems subject to both partially observed inputs and multiple missing sensor measurements. First, the partially available information on the unknown inputs and the state equation are used to form the prior distribution of the state vector at each step. To obtain an analytically tractable likelihood function, the effect of missing measurements is broken down and the associated uncertainty is modeled as part of the measurement noise. A recursive optimal filter is obtained using Bayes' rule. Finally, a numerical example is provided to evaluate the effectiveness of the developed method.",
keywords = "Bayesian inference, Multiple missing measurements, Partially observed inputs, State estimation",
author = "Jinya Su and Baibing Li and Chen, \{Wen Hua\}",
year = "2013",
language = "English",
isbn = "9781908549082",
series = "ICAC 2013 - Proceedings of the 19th International Conference on Automation and Computing: Future Energy and Automation",
publisher = "IEEE Computer Society",
pages = "2--7",
booktitle = "ICAC 2013 - Proceedings of the 19th International Conference on Automation and Computing",
address = "United States",
note = "19th International Conference on Automation and Computing, ICAC 2013 ; Conference date: 13-09-2013 Through 14-09-2013",
}