Pages that link to "Item:Q1244193"

The following pages link to Factorization methods for discrete sequential estimation (Q1244193):

Displaying 50 items.

• On-line structure detection and parameter estimation with exponential windowing for nonlinear systems (Q1352541) (← links)
• A fast and stable method to compute the likelihood of time invariant state-space models. (Q1606272) (← links)
• Design of measurement difference autocovariance method for estimation of process and measurement noise covariances (Q1640708) (← links)
• High-order accurate continuous-discrete extended Kalman filter for chemical engineering (Q1662973) (← links)
• Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise (Q1678568) (← links)
• A tensor network Kalman filter with an application in recursive MIMO Volterra system identification (Q1680889) (← links)
• On the computation of derivatives within LD factorization of parametrized matrices (Q1717383) (← links)
• Practical implementation of extended Kalman filtering in chemical systems with sparse measurements (Q1742002) (← links)
• A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
• A two-stage filter for smoothing multivariate noisy data on unstructured grids (Q1767806) (← links)
• Block diagonally dominant positive definite approximate filters and smoothers (Q1802529) (← links)
• A distributed and iterative method for square root filtering in space- time estimation (Q1805421) (← links)
• Long-range predictive control of an absorption packed column (Q1893709) (← links)
• The block regularised parameter estimator and its parallelisation (Q1899597) (← links)
• Irreducible continuous model identification via Markov parameter estimation (Q1911260) (← links)
• Ensemble data assimilation for hyperbolic systems (Q1938939) (← links)
• Quantitative verification of Kalman filters (Q1982642) (← links)
• Planetary encounter analysis on the B-plane: a comprehensive formulation (Q2005640) (← links)
• MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods (Q2034163) (← links)
• A general approach for designing the MWGS-based information-form Kalman filtering methods (Q2220018) (← links)
• A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems (Q2228730) (← links)
• Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering (Q2229127) (← links)
• A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations (Q2261784) (← links)
• A new fundamental solution for differential Riccati equations arising in control (Q2440676) (← links)
• Robust estimation of autoregressive processes using a mixture-based filter-bank (Q2504528) (← links)
• UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems (Q2511946) (← links)
• Discussion on: ``UDU factored discrete-time Lyapunov recursions and optimal reduced-order LQG problems'' (Q2511947) (← links)
• Square-root algorithms of RLS Wiener filter and fixed-point smoother in linear discrete stochastic systems (Q2518707) (← links)
• Quantification of prior information revised (Q2708069) (← links)
• Convergence of the standard RLS method and<b><i>UDU</i></b>^<i>T</i>factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming (Q2792939) (← links)
• Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering (Q2793963) (← links)
• U-D factorisation of the strengthened discrete-time optimal projection equations (Q2798428) (← links)
• Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering (Q2833532) (← links)
• A NEURAL NETWORK APPROACH TO ON-LINE IDENTIFICATION OF NONLINEAR SYSTEMS (Q3135409) (← links)
• (Q3197705) (← links)
• Decentralized estimation algorithms for a backward pass fixed-interval smoother (Q3204404) (← links)
• Treatment of noisily observed forcing in state estimation (Q3220463) (← links)
• Cornell university's 2005 DARPA grand challenge entry (Q3425430) (← links)
• Non-linear system identification using neural networks (Q3483206) (← links)
• Square Root SAM: Simultaneous Localization and Mapping via Square Root Information Smoothing (Q3578178) (← links)
• On the relationship between the Lagrange multiplier method and the two-filter smoother (Q3713968) (← links)
• Self-tuning filters and predictors for two-dimensional systems Part 2: Smoothing applications (Q3751469) (← links)
• Model selection and validation methods for non-linear systems (Q3754542) (← links)
• Prediction-error estimation algorithm for non-linear output-affine systems (Q3770418) (← links)
• Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
• Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation (Q3789416) (← links)
• Prediction error estimator for non-linear stochastic systems (Q3791061) (← links)
• Linear quadratic self-tuning control of a liquid-liquid extraction column (Q3801429) (← links)
• Robust fixed-lag smoother for linear systems including outliers in the system and observation noises (Q3804592) (← links)
• Periodic solutions of Riccati equations applied to multirate sampling (Q3809717) (← links)