Pages that link to "Item:Q1000801"
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The following pages link to Estimation of the disturbance structure from data using semidefinite programming and optimal weighting (Q1000801):
Displaying 12 items.
- Noise covariance identification for nonlinear systems using expectation maximization and moving horizon estimation (Q510145) (← links)
- Estimation of the disturbance structure from data using semidefinite programming and optimal weighting (Q1000801) (← links)
- Design of measurement difference autocovariance method for estimation of process and measurement noise covariances (Q1640708) (← links)
- On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices (Q1679123) (← links)
- Novel sparseness-inducing dual Kalman filter and its application to tracking time-varying spatially-sparse structural stiffness changes and inputs (Q2021040) (← links)
- The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares (Q2124495) (← links)
- Autocovariance-based plant-model mismatch estimation for linear model predictive control (Q2407240) (← links)
- The effect of small-amplitude time-dependent changes to the surface morphology of a sphere (Q2891580) (← links)
- Flow estimation of boundary layers using DNS-based wall shear information (Q3098197) (← links)
- Process noise covariance estimation via stochastic approximation (Q5128876) (← links)
- Noise covariance identification for time-varying and nonlinear systems (Q5348387) (← links)
- Noise covariance estimation via autocovariance least-squares with deadbeat filters (Q6110303) (← links)
