On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices (Q1679123): Difference between revisions

@@ Property / cites work @@
+Q4942156
@@ Property / cites work: Q4942156 / rank @@
+Normal rank
@@ Property / cites work @@
+Data Assimilation
@@ Property / cites work: Data Assimilation / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
+Normal rank
@@ Property / cites work @@
+Robust adaptive control of a class of nonlinear strict-feedback discrete-time systems with exact output tracking
+Normal rank
@@ Property / cites work @@
+Q5689624
@@ Property / cites work: Q5689624 / rank @@
+Normal rank
@@ Property / cites work @@
+Prediction error sampling procedure based on dominant Schur decomposition. Application to state estimation in high dimensional oceanic model
+Normal rank
@@ Property / cites work @@
+On the design of a stable adaptive filter for state estimation in high dimensional systems
+Normal rank
@@ Property / cites work @@
+On the stability of a reduced-order filter based on dominant singular value decomposition of the system dynamics
+Normal rank
@@ Property / cites work @@
+A new reduced-order adaptive filter for state estimation in high-dimensional systems
+Normal rank
@@ Property / cites work @@
+A likelihood ratio test for separability of covariances
+Normal rank
@@ Property / cites work @@
+High‐Dimensional Covariance Estimation
@@ Property / cites work: High‐Dimensional Covariance Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
+Normal rank
@@ Property / cites work @@
+Adaptive stochastic approximation by the simultaneous perturbation method
+Normal rank
@@ Property / cites work @@
+Interpolation of spatial data. Some theory for kriging
+Normal rank
@@ Property / cites work @@
+Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
+Normal rank
@@ Property / cites work @@
+Semidefinite Programming
@@ Property / cites work: Semidefinite Programming / rank @@
+Normal rank
@@ Property / cites work @@
+SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
+Normal rank