Factorization methods for discrete sequential estimation

Publication date: 1977

Published in: Mathematics in Science and Engineering (Search for Journal in Brave)

Estimation and detection in stochastic control theory (93E10) Positive matrices and their generalizations; cones of matrices (15B48) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

Related Items (only showing first 100 items - show all)

Square root filtering via covariance and information eigenfactors ⋮ Generalized predictive control. II: Extensions and interpretations ⋮ On the relationship between the Lagrange multiplier method and the two-filter smoother ⋮ Contribution to the indirect decentralized adaptive control of manipulation robots ⋮ Self-tuning PID control: A multivariable derivation and application ⋮ State space based dual-rate self-tuning ⋮ Long-range predictive control of an absorption packed column ⋮ Design of measurement difference autocovariance method for estimation of process and measurement noise covariances ⋮ On-line structure detection and parameter estimation with exponential windowing for nonlinear systems ⋮ The block regularised parameter estimator and its parallelisation ⋮ Irreducible continuous model identification via Markov parameter estimation ⋮ High-order accurate continuous-discrete extended Kalman filter for chemical engineering ⋮ Decentralized estimation algorithms for a backward pass fixed-interval smoother ⋮ Quantification of prior information revised ⋮ Non-linear system identification using neural networks ⋮ Least squares modifications with inverse factorizations: Parallel implications ⋮ Self-tuning filters and predictors for two-dimensional systems Part 2: Smoothing applications ⋮ Model selection and validation methods for non-linear systems ⋮ Tidal flow forecasting using reduced rank square root filters ⋮ A finite-difference method for linearization in nonlinear estimation algorithms ⋮ Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise ⋮ A tensor network Kalman filter with an application in recursive MIMO Volterra system identification ⋮ Treatment of noisily observed forcing in state estimation ⋮ Prediction-error estimation algorithm for non-linear output-affine systems ⋮ Ensemble data assimilation for hyperbolic systems ⋮ Differentiating matrix orthogonal transformations ⋮ Analytical uses of Kalman filtering in econometrics — A survey ⋮ Fast projection methods for minimal design problems in linear system theory ⋮ A comparative analysis of various least-squares identification algorithms ⋮ Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation ⋮ A new fundamental solution for differential Riccati equations arising in control ⋮ Prediction error estimator for non-linear stochastic systems ⋮ Factorization methods for linear quadratic optimal control ⋮ On the computation of derivatives within LD factorization of parametrized matrices ⋮ Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems ⋮ On efficient parametric identification methods for linear discrete stochastic systems ⋮ System identification techniques for adaptive signal processing ⋮ A general approach for designing the MWGS-based information-form Kalman filtering methods ⋮ On line structure selection for multivariable state-space models ⋮ Linear quadratic self-tuning control of a liquid-liquid extraction column ⋮ Robust fixed-lag smoother for linear systems including outliers in the system and observation noises ⋮ Self-tuning control with additional feedback signals ⋮ A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems ⋮ Periodic solutions of Riccati equations applied to multirate sampling ⋮ Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering ⋮ Tracking the condition number for RLS in signal processing ⋮ Adaptive Lanczos methods for recursive condition estimation ⋮ Quantitative verification of Kalman filters ⋮ A numerical comparative study on data assimilation using Kalman filters ⋮ Practical implementation of extended Kalman filtering in chemical systems with sparse measurements ⋮ On duality of regularized exponential and linear forgetting ⋮ Simple orbit determination using GPS based on a least-squares algorithm employing sequential Givens rotations ⋮ A spectral EM algorithm for dynamic factor models ⋮ Intelligent actuators. -- Ways to autonomous actuating systems ⋮ Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method ⋮ Square Root SAM: Simultaneous Localization and Mapping via Square Root Information Smoothing ⋮ Simulations under ideal and nonideal conditions for characterization of a passive Doppler geographical location system using extension of data reception network ⋮ Planetary encounter analysis on the B-plane: a comprehensive formulation ⋮ A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations ⋮ A two-stage filter for smoothing multivariate noisy data on unstructured grids ⋮ A new forward-pass fixed-interval smoother using the U-D information matrix factorization ⋮ Fundamental matrix of discrete singular systems ⋮ Robust estimation of autoregressive processes using a mixture-based filter-bank ⋮ Convergence of the standard RLS method andUDU^Tfactorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming ⋮ Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering ⋮ MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods ⋮ U-D factorisation of the strengthened discrete-time optimal projection equations ⋮ Projection-based Bayesian recursive estimation of ARX model with uniform innovations ⋮ UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems ⋮ Discussion on: ``UDU factored discrete-time Lyapunov recursions and optimal reduced-order LQG problems ⋮ Estimation of urban air pollution ⋮ A double-stage piecewise recursive filter for real-time applications ⋮ Square-root algorithms of RLS Wiener filter and fixed-point smoother in linear discrete stochastic systems ⋮ Block diagonally dominant positive definite approximate filters and smoothers ⋮ Square-root algorithms for parallel processing in optimal estimation ⋮ A distributed and iterative method for square root filtering in space- time estimation ⋮ Adaptive mould level control for continuous steel slab casting ⋮ A Kalman-tracking filter approach to nonlinear programming ⋮ An optimal linear estimation approach to solve systems of linear algebraic equations ⋮ Finite difference implementation of distributed parameter filters ⋮ Unnamed Item ⋮ Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods ⋮ Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering ⋮ A separated bias identification and state estimation algorithm for nonlinear systems ⋮ Cornell university's 2005 DARPA grand challenge entry ⋮ Theory and applications of adaptive control - a survey ⋮ A computationally efficient Kalman smoother for the evaluation of the \(\text{CH}_4\) budget in Europe ⋮ Predictor-based self-tuning control ⋮ A new computationally efficient fixed-interval, discrete-time smoother ⋮ Practical issues in the implementation of self-tuning control ⋮ Attitude estimation and control of manoeuvring spacecraft ⋮ A NEURAL NETWORK APPROACH TO ON-LINE IDENTIFICATION OF NONLINEAR SYSTEMS ⋮ Error propagation properties of recursive least-squares adaptation algorithms ⋮ Performance improvements of self-tuning controllers by multistep horizons: The MUSMAR approach ⋮ Kalman smoothing via auxiliary outputs ⋮ Continuous-time generalized predictive control (CGPC) ⋮ Estimation on the control period for self-tuners ⋮ A fast and stable method to compute the likelihood of time invariant state-space models. ⋮ Stabilized BFGS approximate Kalman filter ⋮ A parallel architecture for Kalman filter measurement update and parameter estimation

This page was built for publication: Factorization methods for discrete sequential estimation