The following pages link to (Q5562423):
Displaying 50 items.
- Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon. (Q1872428) (← links)
- Quantitative verification of Kalman filters (Q1982642) (← links)
- On the stability and the concentration of extended Kalman-Bucy filters (Q1990224) (← links)
- Derivation of a Kalman-type filter for linear systems with pointwise delay in signal noise (Q2098248) (← links)
- Output tracking and feedback controller design for nonlinear stochastic time-delay system (Q2239624) (← links)
- Neural network based nonlinear observers (Q2242955) (← links)
- Comparison of three nonlinear filtering schemes (Q2266356) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- Solving linear and quadratic random matrix differential equations: a mean square approach (Q2293794) (← links)
- Existence of an equilibrium for lower semicontinuous information acquisition functions (Q2336279) (← links)
- Graphical models for statistical inference and data assimilation (Q2371197) (← links)
- An analysis of visual detection by temporal probability summation (Q2382635) (← links)
- Linear filtering for wide band noise driven observation systems (Q2399145) (← links)
- The averaged Robbins-Monro method for linear problems in a Banach space (Q2433968) (← links)
- Linear filtering of systems with memory and application to finance (Q2498195) (← links)
- Square-root algorithms of RLS Wiener filter and fixed-point smoother in linear discrete stochastic systems (Q2518707) (← links)
- Global theory of the Riccati equation (Q2527050) (← links)
- Optimal filtering for correlated noise (Q2527590) (← links)
- Sur l'équation de Riccati associé a des opérateurs non bornés, en dimension infinie (Q2546671) (← links)
- On computational efficiency of linear filtering algorithms (Q2547197) (← links)
- A survey of some recent results in linear multivariable feedback theory (Q2552458) (← links)
- Canonical equations for boundary feedback control of stochastic distributed parameter systems (Q2554672) (← links)
- Dynamic linearization and nonlinear filtering with application to a tracking problem (Q2555838) (← links)
- Analytical methods for performance evaluation of nonlinear filters (Q2556062) (← links)
- The Riccati equation and its bounds (Q2556300) (← links)
- Trends in linear multivariable theory (Q2556385) (← links)
- A survey of data smoothing for linear and nonlinear dynamic systems (Q2556827) (← links)
- On asymptotic exponential regression with correlated observations (Q2557980) (← links)
- On optimal nonlinear estimation. I: Continuous observation (Q2558846) (← links)
- On the minimax principle and zero-sum stochastic differential games (Q2560181) (← links)
- Adaptive control of linear stochastic systems (Q2562146) (← links)
- On two discrete-time system stability concepts and supermartingales (Q2562539) (← links)
- The characteristic locus design method (Q2562829) (← links)
- Optimal control of linear stochastic systems with applications to time lag systems (Q2563140) (← links)
- Reduced-order Kalman-filtered hybrid simulation combining particle tracking velocimetry and direct numerical simulation (Q2863359) (← links)
- Smoothing algorithms for nonlinear finite-dimensional systems (Q3039218) (← links)
- On the simulation of continuous non-linear filters A comparative study of second- and third-order approximations (Q3213055) (← links)
- On the separation theorem of stochastic optimal control† (Q3213068) (← links)
- Hybrid synthesis of the optimal discrete nonlinear filter (Q3214778) (← links)
- Periodic and constant solutions of matrix Riccati differential equations: <i>n</i> = 2 (Q3312546) (← links)
- Interpolation† (Q3315408) (← links)
- Identification and filtering (Q3325597) (← links)
- Second-law-like inequalities with information and their interpretations (Q3387472) (← links)
- INFORMATION-BASED ASSET PRICING (Q3520396) (← links)
- (Q3637556) (← links)
- Adaptive Capability of Recurrent Neural Networks with Fixed Weights for Series-Parallel System Identification (Q3648347) (← links)
- Boundary problems for Riccati and Lyapunov equations (Q3687281) (← links)
- On the relationship between the Lagrange multiplier method and the two-filter smoother (Q3713968) (← links)
- Infinite horizon stochastic regulation and tracking with the overtaking criterion<sup>∗</sup> (Q3767241) (← links)
- Simultaneous state and parameter estimation and location of sensors for distributed systems (Q3797079) (← links)
