Adaptive observers for linear stochastic time‐variant systems with disturbances (Q3632974): Difference between revisions

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+Adaptive observer for multiple-input-multiple-output (MIMO) linear time-varying systems
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+Unbiased minimum-variance linear state estimation
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+Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances
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+Unbiased minimum variance estimation for systems with unknown exogenous inputs
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+Optimal filtering for systems with unknown inputs
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+Kalman filtering and Riccati equations for descriptor systems
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+Kalman filtering with unknown inputs via optimal state estimation of singular systems
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+High-level primitives for recursive maximum likelihood estimation
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+Kalman filtering for general discrete-time linear systems
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+Polynomial Filtering for Stochastic Non-Gaussian Descriptor Systems
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+Feedback between stationary stochastic processes
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+On jointly stationary feedback-free stochastic processes
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+A note on uniform observability
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+Matrix Analysis
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+Adaptive observers for linear stochastic time‐variant systems with disturbances
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+Analytical redundancy and the design of robust failure detection systems
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+On state accessibility in reaction systems
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