Optimal filtering over linear observations with unknown parameters (Q602665): Difference between revisions

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+Optimal simultaneous state estimation and parameter identification in linear discrete-time systems
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+Q5556138
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+New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models
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+Exact Finite-Dimensional Filters for Maximum Likelihood Parameter Estimation of Continuous-time Linear Gaussian Systems
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+A note on sampling and parameter estimation in linear stochastic systems
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+Maximum likelihood parameter estimation from incomplete data via the sensitivity equations: the continuous-time case
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+ON UNBIASED PARAMETER ESTIMATION OF LINEAR SYSTEMS USING NOISY MEASUREMENTS
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+Filtering on sampled-data systems with parametric uncertainty
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+Control of Markovian jump discrete-time systems with norm bounded uncertainty and unknown delay
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+Linear filtering for bilinear stochastic differential systems with unknown inputs
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+Robust H/sub /spl infin// filtering for nonlinear stochastic systems
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+Filtering on nonlinear time-delay stochastic systems
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+Robust H ∞ filtering for a class of non-linear systems with state delay and parameter uncertainty
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+Robust kalman filtering for continuous time-lag systems with markovian jump parameters
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+New approach to mixed H/sub 2//H/sub /spl infin// filtering for polytopic discrete-time systems
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+Introduction to stochastic control theory
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+Optimal filtering for incompletely measured polynomial states over linear observations
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+Q2782985
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+Q3316261
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+Q5545070
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